Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693905.5794 | 637426.1557 | 56479.4237 | 4123507.5115 | 6644288.6225 | -2520781.111 |
Total P&L (%) | 693.9056 | 637.4262 | 56.4794 | 4123.5075 | 6644.2886 | -2520.7811 |
Avg Daily Profit (%) | 0.3332 | 0.3061 | 0.0271 | 0.1799 | 0.2024 | 0 |
Buy And Hold Return (%) | 1379.2662 | 1379.2662 | 1379.2662 | 1379.2662 | 1379.2662 | 1379.2662 |
Max Trade Drawdown | -139588 | -64870 | -125594 | -6709748 | -3098205 | -5947493 |
Profit Factor | 1.9012 | 2.8483 | 1.1329 | 1.174 | 1.6408 | 0.8109 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 47.8632 | 47.8632 | 47.8632 | 47.8632 | 47.8632 | 47.8632 |
Ratio Avg Win / Avg Loss | 2.071 | 3.1026 | 1.234 | 1.2788 | 1.7873 | 0.8833 |
Largest Winning Trade | 132209 | 132209 | 48622 | 2671118 | 2671118 | 1492502 |
Largest Losing Trade | -33673 | -23085 | -33673 | -1371062 | -974039 | -1371062 |
Avg Bars in Trades | 104 | 113 | 95 | 104 | 113 | 95 |
Avg Bars in Winners | 129 | 135 | 122 | 129 | 135 | 122 |
Avg Bars in Losers | 82 | 93 | 71 | 82 | 93 | 71 |
Bars Traded | 24494 | 13299 | 11195 | 24494 | 13299 | 11195 |
Profit Streak | 15.2977 | 15.2977 | 26.131 | 15.2977 | 15.2977 | 26.131 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151526 | -151886 | -397324 | -22904 | 330448 | -581310 |
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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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