Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508018.3694 | 1562516.8988 | -54498.5294 | -32029.5601 | 1209100.0415 | -1241129.6016 |
Total P&L (%) | 1508.0184 | 1562.5169 | -54.4985 | -32.0296 | 1209.1 | -1241.1296 |
Avg Daily Profit (%) | 0.7239 | 0.75 | -0.0262 | -0.0185 | 0.1235 | 0 |
Buy And Hold Return (%) | 105.5394 | 105.5394 | 105.5394 | 105.5394 | 105.5394 | 105.5394 |
Max Trade Drawdown | -294739 | -156941 | -185410 | -4150973 | -2305436 | -1866359 |
Profit Factor | 2.1688 | 2.8751 | 0.8807 | 0.9958 | 1.2662 | 0.5905 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Profitability (%) | 37.8947 | 34.507 | 41.2587 | 37.8947 | 34.507 | 41.2587 |
Ratio Avg Win / Avg Loss | 3.5544 | 5.4568 | 1.2539 | 1.632 | 2.4031 | 0.8407 |
Largest Winning Trade | 967399 | 967399 | 50183 | 2845594 | 2845594 | 297695 |
Largest Losing Trade | -60042 | -51646 | -60042 | -1463303 | -1463303 | -822587 |
Avg Bars in Trades | 85 | 144 | 27 | 85 | 144 | 27 |
Avg Bars in Winners | 132 | 242 | 40 | 132 | 242 | 40 |
Avg Bars in Losers | 57 | 92 | 18 | 57 | 92 | 18 |
Bars Traded | 24484 | 20533 | 3951 | 24484 | 20533 | 3951 |
Profit Streak | 6.9041 | 0 | 12.6541 | 6.9041 | 0 | 12.6541 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507935 | 432888 | -581794 | -580531 | -32899 | -583461 |
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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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