Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193399.5465 | 1120630.4603 | 72769.0862 | 3713224.6121 | 4732065.6329 | -1018841.0209 |
Total P&L (%) | 1193.3995 | 1120.6305 | 72.7691 | 3713.2246 | 4732.0656 | -1018.841 |
Avg Daily Profit (%) | 0.6579 | 0.6178 | 0.0401 | 0.2009 | 0.214 | 0 |
Buy And Hold Return (%) | 538.471 | 538.471 | 538.471 | 538.471 | 538.471 | 538.471 |
Max Trade Drawdown | -89604 | -85717 | -100242 | -3776975 | -2596324 | -2158988 |
Profit Factor | 2.2619 | 3.1406 | 1.1723 | 1.1785 | 1.4045 | 0.8881 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 49.7854 | 51.2821 | 48.2759 | 49.7854 | 51.2821 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.2814 | 2.9836 | 1.2561 | 1.1887 | 1.3342 | 0.9515 |
Largest Winning Trade | 505917 | 505917 | 69849 | 4454761 | 4454761 | 1121791 |
Largest Losing Trade | -43011 | -31082 | -43011 | -1221178 | -1128449 | -1221178 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 5247 | 2841 | 2406 | 5247 | 2841 | 2406 |
Profit Streak | 4.708 | 7.3746 | 0 | 4.708 | 7.3746 | 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 | 455966 | 437139 | -336683 | -14350 | 351383 | -581416 |
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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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