Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817533.8877 | 759919.5735 | 57614.3142 | 3759408.884 | 3802654.1994 | -43245.3154 |
Total P&L (%) | 817.5339 | 759.9196 | 57.6143 | 3759.4089 | 3802.6542 | -43.2453 |
Avg Daily Profit (%) | 0.3713 | 0.3451 | 0.0262 | 0.1661 | 0.1666 | -0.0257 |
Buy And Hold Return (%) | 725.8993 | 725.8993 | 725.8993 | 725.8993 | 725.8993 | 725.8993 |
Max Trade Drawdown | -93329 | -66337 | -85292 | -2168165 | -1045789 | -1671751 |
Profit Factor | 2.0547 | 3.0251 | 1.1441 | 1.3199 | 1.6259 | 0.9924 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 47.4359 | 47.8632 | 47.0085 | 47.4359 | 47.8632 | 47.0085 |
Ratio Avg Win / Avg Loss | 2.2768 | 3.2952 | 1.2897 | 1.4626 | 1.7711 | 1.1187 |
Largest Winning Trade | 322238 | 322238 | 65643 | 3921250 | 3921250 | 738165 |
Largest Losing Trade | -47503 | -20493 | -47503 | -943693 | -568012 | -943693 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 8285 | 3735 | 4550 | 8285 | 3735 | 4550 |
Profit Streak | 3.3397 | 0 | 5.0897 | 3.3397 | 0 | 5.0897 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113696 | -137214 | -386427 | 221011 | 308940 | -579802 |
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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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