Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236267.5876 | 1223301.5109 | 12966.0767 | 255219.8866 | 1735999.2206 | -1480779.3341 |
Total P&L (%) | 1236.2676 | 1223.3015 | 12.9661 | 255.2199 | 1735.9992 | -1480.7793 |
Avg Daily Profit (%) | 0.6545 | 0.6476 | 0.0069 | 0.0671 | 0.1542 | 0 |
Buy And Hold Return (%) | 289.7165 | 289.7165 | 289.7165 | 289.7165 | 289.7165 | 289.7165 |
Max Trade Drawdown | -172639 | -99098 | -132672 | -9153409 | -3884865 | -8173661 |
Profit Factor | 2.5295 | 4.2836 | 1.0298 | 1.0127 | 1.2281 | 0.8809 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 44.2623 | 43.4426 | 45.082 | 44.2623 | 43.4426 | 45.082 |
Ratio Avg Win / Avg Loss | 3.1853 | 5.5767 | 1.2544 | 1.2753 | 1.5988 | 1.0731 |
Largest Winning Trade | 954967 | 954967 | 52804 | 3985031 | 3985031 | 2489561 |
Largest Losing Trade | -84055 | -19984 | -84055 | -7757726 | -904136 | -7757726 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 5560 | 2484 | 3076 | 5560 | 2484 | 3076 |
Profit Streak | 5.2558 | 6.2558 | 0 | 5.2558 | 6.2558 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532584 | 550780 | -539091 | -475571 | 213139 | -580976 |
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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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