Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593095.3337 | 1730379.9056 | -137284.5718 | -80202.0195 | 2924940.0264 | -3005142.0458 |
Total P&L (%) | 1593.0953 | 1730.3799 | -137.2846 | -80.202 | 2924.94 | -3005.142 |
Avg Daily Profit (%) | 0.7037 | 0.7643 | -0.0606 | -0.0715 | 0.1507 | 0 |
Buy And Hold Return (%) | 188.0808 | 188.0808 | 188.0808 | 188.0808 | 188.0808 | 188.0808 |
Max Trade Drawdown | -316829 | -171254 | -237212 | -4524644 | -1486918 | -4210305 |
Profit Factor | 2.2391 | 3.8379 | 0.7969 | 0.9916 | 1.9179 | 0.5251 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 149 | 83 | 66 | 149 | 83 | 66 |
Profitability (%) | 43.7736 | 37.594 | 50 | 43.7736 | 37.594 | 50 |
Ratio Avg Win / Avg Loss | 2.8761 | 6.371 | 0.7969 | 1.2737 | 3.1837 | 0.5251 |
Largest Winning Trade | 1631645 | 1631645 | 53921 | 3760900 | 3760900 | 1398275 |
Largest Losing Trade | -72900 | -36602 | -72900 | -2524921 | -772124 | -2524921 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 13164 | 6317 | 6847 | 13164 | 6317 | 6847 |
Profit Streak | 11.7329 | 11.7329 | 20.7329 | 11.7329 | 11.7329 | 20.7329 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599665 | 554597 | -579513 | -579058 | 246962 | -579513 |
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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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