Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2234995.4628 | 2333412.3977 | -98416.9349 | -242139.6308 | -657514.0209 | 415374.3901 |
Total P&L (%) | 2234.9955 | 2333.4124 | -98.4169 | -242.1396 | -657.514 | 415.3744 |
Avg Daily Profit (%) | 1.0071 | 1.0514 | -0.0443 | 0 | 0 | 0.0739 |
Buy And Hold Return (%) | 612.4275 | 612.4275 | 612.4275 | 612.4275 | 612.4275 | 612.4275 |
Max Trade Drawdown | -184001 | -87747 | -141275 | -1237293 | -1243485 | -368017 |
Profit Factor | 2.997 | 6.148 | 0.8522 | 0.9278 | 0.6869 | 1.3318 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 84 | 42 | 42 | 97 | 49 | 48 |
Losing Trades | 98 | 49 | 49 | 85 | 42 | 43 |
Profitability (%) | 46.1538 | 46.1538 | 46.1538 | 53.2967 | 53.8462 | 52.7473 |
Ratio Avg Win / Avg Loss | 3.4965 | 7.1727 | 0.9942 | 0.813 | 0.5888 | 1.193 |
Largest Winning Trade | 2221540 | 2221540 | 46923 | 386151 | 386151 | 263623 |
Largest Losing Trade | -118712 | -38911 | -118712 | -1201903 | -1201903 | -139095 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 50 | 45 | 55 | 23 | 21 | 25 |
Avg Bars in Losers | 23 | 21 | 25 | 50 | 45 | 54 |
Bars Traded | 6541 | 2956 | 3585 | 6541 | 2956 | 3585 |
Profit Streak | 0 | 0 | 0 | 63.5926 | 63.5926 | 90.9259 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575764 | 637727 | -582584 | -577843 | -579203 | -258352 |
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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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