Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2561234.1486 | 2825496.394 | -264262.2453 | -84672.7592 | 39675.5461 | -124348.3053 |
Total P&L (%) | 2561.2341 | 2825.4964 | -264.2622 | -84.6728 | 39.6755 | -124.3483 |
Avg Daily Profit (%) | 1.3044 | 1.439 | -0.1346 | -0.0955 | 0.017 | 0 |
Buy And Hold Return (%) | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 |
Max Trade Drawdown | -401560 | -131421 | -329804 | -124784 | -38788 | -146832 |
Profit Factor | 2.6135 | 5.0999 | 0.7058 | 0.8507 | 1.1886 | 0.6513 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 51.9231 | 51.9231 | 51.9231 | 51.9231 | 51.9231 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.4199 | 4.7222 | 0.6535 | 0.7877 | 1.1006 | 0.6031 |
Largest Winning Trade | 2734230 | 2734230 | 31889 | 27624 | 27624 | 21361 |
Largest Losing Trade | -63913 | -63913 | -53169 | -60840 | -14212 | -60840 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 7217 | 3821 | 3396 | 7217 | 3821 | 3396 |
Profit Streak | 0 | 0 | 585.2661 | 0 | 0 | 585.2661 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327682 | 473536 | -578655 | -578619 | -348156 | -578655 |
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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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