Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312094.7472 | 1424485.4133 | -112390.6662 | -19847.9803 | 418718.8174 | -438566.7978 |
Total P&L (%) | 1312.0947 | 1424.4854 | -112.3907 | -19.848 | 418.7188 | -438.5668 |
Avg Daily Profit (%) | 0.7184 | 0.78 | -0.0615 | -0.0121 | 0.0902 | 0 |
Buy And Hold Return (%) | 756.5144 | 756.5144 | 756.5144 | 756.5144 | 756.5144 | 756.5144 |
Max Trade Drawdown | -158935 | -122147 | -140372 | -830828 | -583736 | -447878 |
Profit Factor | 2.023 | 3.1491 | 0.8187 | 0.9916 | 1.311 | 0.5743 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 48.9726 | 49.3151 | 48.6301 | 48.9726 | 49.3151 | 48.6301 |
Ratio Avg Win / Avg Loss | 2.1078 | 3.2366 | 0.8648 | 1.0333 | 1.3474 | 0.6066 |
Largest Winning Trade | 1186094 | 1186094 | 35296 | 812045 | 812045 | 40668 |
Largest Losing Trade | -49850 | -49850 | -37085 | -437785 | -437785 | -163326 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 5280 | 2800 | 2479 | 5280 | 2800 | 2479 |
Profit Streak | 0 | 9.9552 | 0 | 0 | 9.9552 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326130 | 426640 | -581200 | -577705 | -237689 | -581200 |
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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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