Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139162.8086 | 1103705.4953 | 35457.3133 | 2018281.4079 | 3333282.0135 | -1315000.6056 |
Total P&L (%) | 1139.1628 | 1103.7055 | 35.4573 | 2018.2814 | 3333.282 | -1315.0006 |
Avg Daily Profit (%) | 0.6245 | 0.6051 | 0.0194 | 0.1675 | 0.1941 | 0 |
Buy And Hold Return (%) | 691.784 | 691.784 | 691.784 | 691.784 | 691.784 | 691.784 |
Max Trade Drawdown | -102934 | -85717 | -114641 | -2956035 | -2041414 | -1649311 |
Profit Factor | 2.1463 | 3.0773 | 1.0767 | 1.1217 | 1.3706 | 0.8269 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 50 | 50.8475 | 49.1525 | 50 | 50.8475 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.1463 | 2.9747 | 1.1138 | 1.1217 | 1.3249 | 0.8554 |
Largest Winning Trade | 505917 | 505917 | 69849 | 3230725 | 3230725 | 784307 |
Largest Losing Trade | -43011 | -31082 | -43011 | -967831 | -948603 | -967831 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 5250 | 2834 | 2416 | 5250 | 2834 | 2416 |
Profit Streak | 0 | 17.5537 | 0 | 0 | 17.5537 | 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 | 288629 | 306282 | -469140 | -80621 | 277986 | -581070 |
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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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