Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181280.4801 | 1115456.4699 | 65824.0102 | 5107980.3031 | 5886789.6913 | -778809.3882 |
Total P&L (%) | 1181.2805 | 1115.4565 | 65.824 | 5107.9803 | 5886.7897 | -778.8094 |
Avg Daily Profit (%) | 0.646 | 0.61 | 0.036 | 0.2164 | 0.224 | 0 |
Buy And Hold Return (%) | 795.0593 | 795.0593 | 795.0593 | 795.0593 | 795.0593 | 795.0593 |
Max Trade Drawdown | -109816 | -82541 | -96074 | -1968852 | -1988087 | -1734587 |
Profit Factor | 2.1547 | 3.0395 | 1.1383 | 1.2334 | 1.5155 | 0.9256 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 53.876 | 53.4884 | 54.2636 | 53.876 | 53.4884 | 54.2636 |
Ratio Avg Win / Avg Loss | 1.8447 | 2.643 | 0.9594 | 1.0559 | 1.3178 | 0.7802 |
Largest Winning Trade | 541854 | 541854 | 68906 | 1988930 | 1988930 | 1084326 |
Largest Losing Trade | -40382 | -32754 | -40382 | -986366 | -981303 | -986366 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5308 | 2901 | 2407 | 5308 | 2901 | 2407 |
Profit Streak | 13.5134 | 22.1801 | 13.5134 | 13.5134 | 22.1801 | 13.5134 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162331 | -21494 | -379471 | 384447 | 403420 | -579557 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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