Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226394.4574 | 1236167.6589 | -9773.2016 | 827905.8653 | 1294243.1998 | -466337.3345 |
Total P&L (%) | 1226.3945 | 1236.1677 | -9.7732 | 827.9059 | 1294.2432 | -466.3373 |
Avg Daily Profit (%) | 0.6758 | 0.6812 | -0.0054 | 0.1228 | 0.1453 | 0 |
Buy And Hold Return (%) | 604.7818 | 604.7818 | 604.7818 | 604.7818 | 604.7818 | 604.7818 |
Max Trade Drawdown | -134440 | -75773 | -123386 | -2437309 | -1535060 | -1289630 |
Profit Factor | 2.4097 | 3.8933 | 0.9779 | 1.1065 | 1.3247 | 0.8769 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Losing Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Profitability (%) | 45.7143 | 50.4762 | 40.9524 | 45.7143 | 50.4762 | 40.9524 |
Ratio Avg Win / Avg Loss | 2.8615 | 3.8199 | 1.41 | 1.314 | 1.2997 | 1.2643 |
Largest Winning Trade | 769563 | 769563 | 71878 | 1819140 | 1819140 | 1042198 |
Largest Losing Trade | -30388 | -27984 | -30388 | -672151 | -426341 | -672151 |
Avg Bars in Trades | 51 | 48 | 53 | 51 | 48 | 53 |
Avg Bars in Winners | 78 | 60 | 100 | 78 | 60 | 100 |
Avg Bars in Losers | 28 | 36 | 21 | 28 | 36 | 21 |
Bars Traded | 10715 | 5066 | 5649 | 10715 | 5066 | 5649 |
Profit Streak | 0 | 10.8737 | 0 | 0 | 10.8737 | 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 | 339286 | 483140 | -582904 | -183551 | -3485 | -582904 |
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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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