Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130241.1843 | 1064924.7975 | 65316.3868 | 3836814.1096 | 4248555.0641 | -411740.9544 |
Total P&L (%) | 1130.2412 | 1064.9248 | 65.3164 | 3836.8141 | 4248.5551 | -411.741 |
Avg Daily Profit (%) | 0.6239 | 0.5878 | 0.0361 | 0.2029 | 0.2084 | 0 |
Buy And Hold Return (%) | 477.8529 | 477.8529 | 477.8529 | 477.8529 | 477.8529 | 477.8529 |
Max Trade Drawdown | -82496 | -63586 | -98655 | -6616299 | -4710919 | -3339628 |
Profit Factor | 2.3387 | 3.7836 | 1.1415 | 1.1666 | 1.3665 | 0.964 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Profitability (%) | 36.8 | 37.6 | 36 | 36.8 | 37.6 | 36 |
Ratio Avg Win / Avg Loss | 4.0165 | 6.2791 | 2.0293 | 2.0035 | 2.2678 | 1.7138 |
Largest Winning Trade | 555936 | 555936 | 72033 | 3790653 | 3790653 | 2077238 |
Largest Losing Trade | -21968 | -18840 | -21968 | -1523799 | -1179959 | -1523799 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 5332 | 2393 | 2939 | 5332 | 2393 | 2939 |
Profit Streak | 6.5873 | 8.5873 | 0 | 6.5873 | 8.5873 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316872 | 316584 | -379699 | -30979 | 202144 | -583389 |
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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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