Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365033.3608 | 1249055.1347 | 115978.2261 | 4258265.6484 | 6330960.9513 | -2072695.3029 |
Total P&L (%) | 1365.0334 | 1249.0551 | 115.9782 | 4258.2656 | 6330.961 | -2072.6953 |
Avg Daily Profit (%) | 0.6552 | 0.5995 | 0.0557 | 0.1813 | 0.2001 | 0 |
Buy And Hold Return (%) | 494.8171 | 494.8171 | 494.8171 | 494.8171 | 494.8171 | 494.8171 |
Max Trade Drawdown | -122672 | -74037 | -95630 | -11056626 | -5210028 | -11292244 |
Profit Factor | 2.3395 | 3.6897 | 1.2091 | 1.0831 | 1.2776 | 0.9271 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Losing Trades | 153 | 82 | 71 | 153 | 82 | 71 |
Profitability (%) | 41.8251 | 37.4046 | 46.2121 | 41.8251 | 37.4046 | 46.2121 |
Ratio Avg Win / Avg Loss | 3.254 | 6.1746 | 1.4073 | 1.5065 | 2.1381 | 1.079 |
Largest Winning Trade | 938041 | 938041 | 54969 | 5172641 | 5172641 | 3040741 |
Largest Losing Trade | -46917 | -22367 | -46917 | -4556165 | -1358055 | -4556165 |
Avg Bars in Trades | 93 | 90 | 96 | 93 | 90 | 96 |
Avg Bars in Winners | 142 | 142 | 143 | 142 | 142 | 143 |
Avg Bars in Losers | 58 | 59 | 56 | 58 | 59 | 56 |
Bars Traded | 24584 | 11839 | 12745 | 24584 | 11839 | 12745 |
Profit Streak | 15.5387 | 0 | 17.7887 | 15.5387 | 0 | 17.7887 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426116 | 347323 | -285940 | -121305 | 143696 | -580222 |
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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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