Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432505.8309 | 1615463.2638 | -182957.433 | -93679.6201 | 142241.749 | -235921.3691 |
Total P&L (%) | 1432.5058 | 1615.4633 | -182.9574 | -93.6796 | 142.2417 | -235.9214 |
Avg Daily Profit (%) | 0.6328 | 0.7136 | -0.0808 | -0.1219 | 0.0391 | 0 |
Buy And Hold Return (%) | 136.772 | 136.772 | 136.772 | 136.772 | 136.772 | 136.772 |
Max Trade Drawdown | -320195 | -185045 | -251531 | -789266 | -608525 | -264763 |
Profit Factor | 2.0819 | 2.9899 | 0.6428 | 0.9437 | 1.1307 | 0.5902 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 120 | 52 | 68 | 120 | 52 | 68 |
Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
Profitability (%) | 49.5868 | 42.9752 | 56.1983 | 49.5868 | 42.9752 | 56.1983 |
Ratio Avg Win / Avg Loss | 2.1166 | 3.9673 | 0.501 | 0.9594 | 1.5004 | 0.46 |
Largest Winning Trade | 1425033 | 1425033 | 24142 | 742308 | 742308 | 50879 |
Largest Losing Trade | -37760 | -34529 | -37760 | -132300 | -132300 | -113142 |
Avg Bars in Trades | 27 | 43 | 11 | 27 | 43 | 11 |
Avg Bars in Winners | 28 | 52 | 9 | 28 | 52 | 9 |
Avg Bars in Losers | 27 | 37 | 13 | 27 | 37 | 13 |
Bars Traded | 6705 | 5296 | 1409 | 6705 | 5296 | 1409 |
Profit Streak | 8.312 | 8.312 | 21.9787 | 8.312 | 8.312 | 21.9787 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655384 | 570464 | -579380 | -578268 | -371933 | -579380 |
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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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