Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203508.6204 | 1094993.2324 | 108515.388 | 9989338.3902 | 12978558.8155 | -2989220.4253 |
Total P&L (%) | 1203.5086 | 1094.9932 | 108.5154 | 9989.3384 | 12978.5588 | -2989.2204 |
Avg Daily Profit (%) | 0.5498 | 0.5002 | 0.0496 | 0.211 | 0.2229 | 0 |
Buy And Hold Return (%) | 756.3299 | 756.3299 | 756.3299 | 756.3299 | 756.3299 | 756.3299 |
Max Trade Drawdown | -91721 | -113538 | -89786 | -5948608 | -3316183 | -4663974 |
Profit Factor | 2.4218 | 3.7054 | 1.2456 | 1.4151 | 2.1945 | 0.7735 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 42.654 | 42.4528 | 42.8571 | 42.654 | 42.4528 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2559 | 5.0229 | 1.6609 | 1.9026 | 2.9747 | 1.0313 |
Largest Winning Trade | 458228 | 458228 | 54306 | 10719264 | 10719264 | 1737799 |
Largest Losing Trade | -37772 | -37772 | -35132 | -4236597 | -2028763 | -4236597 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 47 | 35 | 60 | 47 | 35 | 60 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 6344 | 2661 | 3683 | 6344 | 2661 | 3683 |
Profit Streak | 0 | 0 | 60.3838 | 0 | 0 | 60.3838 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 153916 | -11950 | -294116 | 298008 | 341270 | -581603 |
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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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