Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088525.546 | 1061995.3034 | 26530.2426 | 1758953.1189 | 2816335.2641 | -1057382.1452 |
Total P&L (%) | 1088.5255 | 1061.9953 | 26.5302 | 1758.9531 | 2816.3353 | -1057.3821 |
Avg Daily Profit (%) | 0.6004 | 0.5858 | 0.0146 | 0.1613 | 0.1862 | 0 |
Buy And Hold Return (%) | 592.8849 | 592.8849 | 592.8849 | 592.8849 | 592.8849 | 592.8849 |
Max Trade Drawdown | -118182 | -117711 | -127082 | -1680124 | -1157829 | -1404907 |
Profit Factor | 2.1607 | 3.1796 | 1.0589 | 1.1547 | 1.4873 | 0.8109 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 50.4673 | 51.4019 | 49.5327 | 50.4673 | 51.4019 | 49.5327 |
Ratio Avg Win / Avg Loss | 2.1206 | 3.0062 | 1.0789 | 1.1333 | 1.4062 | 0.8262 |
Largest Winning Trade | 481005 | 481005 | 69849 | 1708042 | 1708042 | 695637 |
Largest Losing Trade | -43011 | -31235 | -43011 | -628802 | -535529 | -628802 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 5232 | 2811 | 2421 | 5232 | 2811 | 2421 |
Profit Streak | 3.9863 | 6.6529 | 0 | 3.9863 | 6.6529 | 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 | 317292 | 360335 | -495011 | -44560 | 304976 | -580951 |
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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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