Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884237.7156 | 798249.4059 | 85988.3096 | 3354543.7758 | 5719948.7729 | -2365404.9971 |
Total P&L (%) | 884.2377 | 798.2494 | 85.9883 | 3354.5438 | 5719.9488 | -2365.405 |
Avg Daily Profit (%) | 0.4859 | 0.4387 | 0.0473 | 0.1949 | 0.2236 | 0 |
Buy And Hold Return (%) | 627.0033 | 627.0033 | 627.0033 | 627.0033 | 627.0033 | 627.0033 |
Max Trade Drawdown | -170780 | -104521 | -95451 | -6850678 | -4154988 | -5864211 |
Profit Factor | 1.7255 | 2.3121 | 1.1409 | 1.0896 | 1.3249 | 0.8806 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 51.4599 | 46.7153 | 56.2044 | 51.4599 | 46.7153 | 56.2044 |
Ratio Avg Win / Avg Loss | 1.6276 | 2.6372 | 0.889 | 1.0278 | 1.5112 | 0.6862 |
Largest Winning Trade | 254619 | 254619 | 35232 | 3631274 | 3631274 | 1123213 |
Largest Losing Trade | -37753 | -29974 | -37753 | -2309587 | -2309587 | -1884332 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5382 | 2618 | 2764 | 5382 | 2618 | 2764 |
Profit Streak | 8.3033 | 15.97 | 8.3033 | 8.3033 | 15.97 | 8.3033 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21362 | -66939 | -361263 | -111994 | 323061 | -579214 |
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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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