Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203414.2448 | 1143146.0908 | 60268.154 | 3500034.2431 | 4547053.2635 | -1047019.0205 |
Total P&L (%) | 1203.4142 | 1143.1461 | 60.2682 | 3500.0342 | 4547.0533 | -1047.019 |
Avg Daily Profit (%) | 0.6601 | 0.6271 | 0.0331 | 0.1968 | 0.2108 | 0 |
Buy And Hold Return (%) | 815.9843 | 815.9843 | 815.9843 | 815.9843 | 815.9843 | 815.9843 |
Max Trade Drawdown | -93641 | -82624 | -98569 | -2294360 | -1851103 | -1812853 |
Profit Factor | 2.2243 | 3.2079 | 1.1296 | 1.1802 | 1.4611 | 0.8905 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 51.2605 | 52.1008 | 50.4202 | 51.2605 | 52.1008 | 50.4202 |
Ratio Avg Win / Avg Loss | 2.1149 | 2.9492 | 1.1107 | 1.1222 | 1.3432 | 0.8756 |
Largest Winning Trade | 509797 | 509797 | 69849 | 3290538 | 3290538 | 1150301 |
Largest Losing Trade | -40382 | -31082 | -40382 | -907258 | -842798 | -907258 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 5255 | 2848 | 2407 | 5255 | 2848 | 2407 |
Profit Streak | 0 | 16.6327 | 0 | 0 | 16.6327 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171 | -22336 | -392423 | -14548 | 328744 | -580683 |
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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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