Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174433.0589 | 1123206.5203 | 51226.5386 | 3129934.0373 | 4787183.3007 | -1657249.2634 |
Total P&L (%) | 1174.4331 | 1123.2065 | 51.2265 | 3129.934 | 4787.1833 | -1657.2493 |
Avg Daily Profit (%) | 0.6438 | 0.6157 | 0.0281 | 0.1907 | 0.2134 | 0 |
Buy And Hold Return (%) | 729.7416 | 729.7416 | 729.7416 | 729.7416 | 729.7416 | 729.7416 |
Max Trade Drawdown | -100087 | -82301 | -92451 | -3446476 | -1937414 | -2262757 |
Profit Factor | 2.3835 | 3.842 | 1.1129 | 1.1559 | 1.5282 | 0.8495 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 45.7831 | 45.9677 | 45.6 | 45.7831 | 45.9677 | 45.6 |
Ratio Avg Win / Avg Loss | 2.8226 | 4.5161 | 1.3277 | 1.3689 | 1.7963 | 1.0134 |
Largest Winning Trade | 632694 | 632694 | 72730 | 4657105 | 4657105 | 1612770 |
Largest Losing Trade | -32770 | -23842 | -32770 | -763797 | -666104 | -763797 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 63 | 51 | 74 | 63 | 51 | 74 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 10620 | 4667 | 5953 | 10620 | 4667 | 5953 |
Profit Streak | 0 | 20.3997 | 0 | 0 | 20.3997 | 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 | 235470 | 282345 | -419393 | -43340 | 349784 | -581044 |
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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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