Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539192.9054 | 1604930.8578 | -65737.9524 | 24479.0452 | 6552171.5462 | -6527692.501 |
Total P&L (%) | 1539.1929 | 1604.9309 | -65.738 | 24.479 | 6552.1715 | -6527.6925 |
Avg Daily Profit (%) | 0.7535 | 0.7857 | -0.0322 | 0.0107 | 0.2057 | 0 |
Buy And Hold Return (%) | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 |
Max Trade Drawdown | -179412 | -126851 | -191241 | -5886175 | -1572196 | -7888696 |
Profit Factor | 1.9389 | 3.3442 | 0.9311 | 1.0017 | 2.8179 | 0.3774 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 55.3571 | 52.6786 | 58.0357 | 55.3571 | 52.6786 | 58.0357 |
Ratio Avg Win / Avg Loss | 1.5636 | 3.0041 | 0.6733 | 0.8079 | 2.5313 | 0.2729 |
Largest Winning Trade | 633529 | 633529 | 58763 | 4388657 | 4388657 | 852911 |
Largest Losing Trade | -92528 | -45159 | -92528 | -5527459 | -1267425 | -5527459 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Losers | 50 | 46 | 54 | 50 | 46 | 54 |
Bars Traded | 12093 | 5680 | 6413 | 12093 | 5680 | 6413 |
Profit Streak | 273.3365 | 0 | 299.1699 | 273.3366 | 0 | 299.1699 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146871 | -146248 | -579024 | -562117 | 361263 | -579024 |
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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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