Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414050.3168 | 1479624.702 | -65574.3851 | 114141.4302 | 973800.1283 | -859658.6981 |
Total P&L (%) | 1414.0503 | 1479.6247 | -65.5744 | 114.1414 | 973.8001 | -859.6587 |
Avg Daily Profit (%) | 0.776 | 0.8119 | -0.036 | 0.0418 | 0.1303 | 0 |
Buy And Hold Return (%) | 649.781 | 649.781 | 649.781 | 649.781 | 649.781 | 649.781 |
Max Trade Drawdown | -175302 | -167347 | -114806 | -891210 | -573545 | -997123 |
Profit Factor | 2.2647 | 3.3586 | 0.8664 | 1.0263 | 1.4276 | 0.5844 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 48.2456 | 47.3684 | 49.1228 | 48.2456 | 47.3684 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.4294 | 3.7318 | 0.8973 | 1.1009 | 1.5862 | 0.6053 |
Largest Winning Trade | 1143284 | 1143284 | 48298 | 865025 | 865025 | 80848 |
Largest Losing Trade | -46944 | -46944 | -35623 | -270886 | -231417 | -270886 |
Avg Bars in Trades | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Winners | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Losers | 23 | 28 | 17 | 23 | 28 | 17 |
Bars Traded | 5329 | 3336 | 1993 | 5329 | 3336 | 1993 |
Profit Streak | 0 | 23.6164 | 0 | 0 | 23.6164 | 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 | 444453 | 507807 | -581092 | -493709 | -27711 | -581092 |
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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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