Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131533.2371 | 1139683.6129 | -8150.3757 | 825161.6099 | 1822243.742 | -997082.1321 |
Total P&L (%) | 1131.5332 | 1139.6836 | -8.1504 | 825.1616 | 1822.2437 | -997.0821 |
Avg Daily Profit (%) | 0.6197 | 0.6241 | -0.0045 | 0.1219 | 0.162 | 0 |
Buy And Hold Return (%) | 659.808 | 659.808 | 659.808 | 659.808 | 659.808 | 659.808 |
Max Trade Drawdown | -102543 | -71163 | -109730 | -2014964 | -1173607 | -1052486 |
Profit Factor | 1.8344 | 2.823 | 0.9889 | 1.0621 | 1.2925 | 0.8587 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 231 | 110 | 121 | 231 | 110 | 121 |
Losing Trades | 277 | 144 | 133 | 277 | 144 | 133 |
Profitability (%) | 45.4724 | 43.3071 | 47.6378 | 45.4724 | 43.3071 | 47.6378 |
Ratio Avg Win / Avg Loss | 2.1997 | 3.6955 | 1.0869 | 1.2736 | 1.6919 | 0.9438 |
Largest Winning Trade | 668674 | 668674 | 67849 | 1857469 | 1857469 | 500032 |
Largest Losing Trade | -34350 | -17539 | -34350 | -344799 | -344799 | -329259 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 21665 | 9915 | 11750 | 21665 | 9915 | 11750 |
Profit Streak | 18.1639 | 18.1639 | 19.9972 | 18.1639 | 18.1639 | 19.9972 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316249 | 272912 | -577786 | -267395 | 171927 | -579453 |
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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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