Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603433.4937 | 1562230.0449 | 41203.4489 | 3119573.7056 | 3953387.6111 | -833813.9055 |
Total P&L (%) | 1603.4335 | 1562.23 | 41.2034 | 3119.5737 | 3953.3876 | -833.8139 |
Avg Daily Profit (%) | 0.877 | 0.8545 | 0.0225 | 0.1901 | 0.2027 | 0 |
Buy And Hold Return (%) | 683.8453 | 683.8453 | 683.8453 | 683.8453 | 683.8453 | 683.8453 |
Max Trade Drawdown | -119982 | -82584 | -87431 | -3055920 | -2358094 | -2365038 |
Profit Factor | 2.7608 | 4.5428 | 1.0877 | 1.1832 | 1.5212 | 0.9117 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 47.8673 | 44.7619 | 50.9434 | 47.8673 | 44.7619 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.0068 | 5.606 | 1.0474 | 1.2887 | 1.8772 | 0.8779 |
Largest Winning Trade | 1100904 | 1100904 | 75972 | 1376565 | 1376565 | 1215929 |
Largest Losing Trade | -40410 | -31603 | -40410 | -1067858 | -588166 | -1067858 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5373 | 3004 | 2369 | 5373 | 3004 | 2369 |
Profit Streak | 0 | 29.6954 | 0 | 0 | 29.6954 | 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 | 520681 | 510728 | -452437 | -12197 | 298836 | -580649 |
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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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