Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638863.2898 | 1587450.584 | 51412.7058 | 540990.082 | 5288982.6935 | -4747992.6115 |
Total P&L (%) | 1638.8633 | 1587.4506 | 51.4127 | 540.9901 | 5288.9827 | -4747.9926 |
Avg Daily Profit (%) | 0.9108 | 0.8822 | 0.0286 | 0.1033 | 0.2218 | 0 |
Buy And Hold Return (%) | 297.4205 | 297.4205 | 297.4205 | 297.4205 | 297.4205 | 297.4205 |
Max Trade Drawdown | -117051 | -156885 | -110779 | -7203125 | -2547269 | -6058077 |
Profit Factor | 2.6314 | 4.3918 | 1.0958 | 1.0356 | 2.0236 | 0.5266 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 50.2146 | 46.5517 | 53.8462 | 50.2146 | 46.5517 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6089 | 5.0424 | 0.9393 | 1.0267 | 2.3234 | 0.4514 |
Largest Winning Trade | 838673 | 838673 | 55226 | 6725649 | 6725649 | 696515 |
Largest Losing Trade | -83298 | -31588 | -83298 | -5710264 | -649953 | -5710264 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5187 | 2715 | 2472 | 5187 | 2715 | 2472 |
Profit Streak | 11.6978 | 11.6978 | 19.6978 | 11.6978 | 11.6978 | 19.6978 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731908 | 676702 | -435271 | -241073 | 410019 | -578774 |
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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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