Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1713825.6469 | 1666487.1906 | 47338.4563 | 2019165.0695 | 2310972.8014 | -291807.7318 |
Total P&L (%) | 1713.8256 | 1666.4872 | 47.3385 | 2019.1651 | 2310.9728 | -291.8077 |
Avg Daily Profit (%) | 0.7266 | 0.7065 | 0.0201 | 0.1295 | 0.135 | 0 |
Buy And Hold Return (%) | 539.1997 | 539.1997 | 539.1997 | 539.1997 | 539.1997 | 539.1997 |
Max Trade Drawdown | -150501 | -151272 | -69152 | -4983783 | -3836717 | -1732084 |
Profit Factor | 3.7772 | 5.9261 | 1.1698 | 1.1846 | 1.3514 | 0.9331 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 40.5172 | 36.2069 | 44.8276 | 40.5172 | 36.2069 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.5453 | 10.4412 | 1.4397 | 1.7391 | 2.381 | 1.1484 |
Largest Winning Trade | 1328588 | 1328588 | 60615 | 5149502 | 5149502 | 1097873 |
Largest Losing Trade | -48756 | -37746 | -48756 | -2119944 | -2119944 | -1704723 |
Avg Bars in Trades | 119 | 115 | 124 | 119 | 115 | 124 |
Avg Bars in Winners | 164 | 170 | 159 | 164 | 170 | 159 |
Avg Bars in Losers | 89 | 83 | 95 | 89 | 83 | 95 |
Bars Traded | 13880 | 6675 | 7205 | 13880 | 6675 | 7205 |
Profit Streak | 4.7243 | 0 | 14.391 | 4.7243 | 0 | 14.391 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488231 | -167886 | -546572 | -41391 | -198525 | -760103 |
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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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