Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084670.795 | 1147119.8933 | -62449.0983 | 151416.0339 | 1818206.4493 | -1666790.4154 |
Total P&L (%) | 1084.6708 | 1147.1199 | -62.4491 | 151.416 | 1818.2064 | -1666.7904 |
Avg Daily Profit (%) | 0.5956 | 0.6299 | -0.0343 | 0.0506 | 0.1623 | 0 |
Buy And Hold Return (%) | 421.507 | 421.507 | 421.507 | 421.507 | 421.507 | 421.507 |
Max Trade Drawdown | -129498 | -118671 | -118395 | -1822722 | -761934 | -1719639 |
Profit Factor | 2.0317 | 3.1443 | 0.8791 | 1.0224 | 1.6031 | 0.5563 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 46.1207 | 43.9655 | 48.2759 | 46.1207 | 43.9655 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.3734 | 4.0074 | 0.9419 | 1.1943 | 2.0431 | 0.596 |
Largest Winning Trade | 736295 | 736295 | 68534 | 1485290 | 1485290 | 319268 |
Largest Losing Trade | -43946 | -25164 | -43946 | -909284 | -247620 | -909284 |
Avg Bars in Trades | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Winners | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 7127 | 3504 | 3623 | 7127 | 3504 | 3623 |
Profit Streak | 0 | 19.7864 | 0 | 0 | 19.7864 | 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 | 413821 | 462017 | -581694 | -487295 | 262036 | -581694 |
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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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