Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282580.8459 | 1315410.1775 | -32829.3316 | 284844.1944 | 926501.9372 | -641657.7428 |
Total P&L (%) | 1282.5808 | 1315.4102 | -32.8293 | 284.8442 | 926.5019 | -641.6577 |
Avg Daily Profit (%) | 0.7042 | 0.7222 | -0.018 | 0.074 | 0.1279 | 0 |
Buy And Hold Return (%) | 668.6791 | 668.6791 | 668.6791 | 668.6791 | 668.6791 | 668.6791 |
Max Trade Drawdown | -117675 | -144274 | -101739 | -959858 | -618626 | -891395 |
Profit Factor | 2.1547 | 3.1491 | 0.9342 | 1.0543 | 1.3321 | 0.7384 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 47.561 | 46.3415 | 48.7805 | 47.561 | 46.3415 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.3757 | 3.6463 | 0.9809 | 1.1625 | 1.5425 | 0.7753 |
Largest Winning Trade | 952090 | 952090 | 31730 | 844432 | 844432 | 89054 |
Largest Losing Trade | -44756 | -44756 | -32645 | -275599 | -275599 | -239172 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 22 | 30 | 15 | 22 | 30 | 15 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 5328 | 3308 | 2020 | 5328 | 3308 | 2020 |
Profit Streak | 0 | 22.4127 | 0 | 0 | 22.4127 | 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 | 346586 | 381121 | -581202 | -420025 | -67057 | -581202 |
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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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