Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028714.1184 | 1013018.9618 | 15695.1566 | 1728986.8032 | 1932762.3368 | -203775.5336 |
Total P&L (%) | 1028.7141 | 1013.019 | 15.6952 | 1728.9868 | 1932.7623 | -203.7755 |
Avg Daily Profit (%) | 0.567 | 0.5584 | 0.0087 | 0.1603 | 0.1662 | 0 |
Buy And Hold Return (%) | 617.3295 | 617.3295 | 617.3295 | 617.3295 | 617.3295 | 617.3295 |
Max Trade Drawdown | -106900 | -67282 | -121051 | -3939137 | -2229580 | -2436787 |
Profit Factor | 2.1839 | 3.6114 | 1.0326 | 1.1568 | 1.3581 | 0.9638 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 47.7679 | 51.7857 | 43.75 | 47.7679 | 51.7857 | 43.75 |
Ratio Avg Win / Avg Loss | 2.388 | 3.3623 | 1.3277 | 1.265 | 1.2644 | 1.2391 |
Largest Winning Trade | 520594 | 520594 | 78655 | 1808267 | 1808267 | 1005756 |
Largest Losing Trade | -38565 | -29868 | -38565 | -1063848 | -1063848 | -676707 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 64 | 54 | 76 | 64 | 54 | 76 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 10507 | 4856 | 5651 | 10507 | 4856 | 5651 |
Profit Streak | 0 | 20.7489 | 0 | 0 | 20.7489 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 234766 | 346588 | -534370 | -43285 | 224096 | -581798 |
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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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