Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551896.7536 | 1595314.6727 | -43417.9191 | 99280.1951 | 583412.3834 | -484132.1883 |
Total P&L (%) | 1551.8968 | 1595.3147 | -43.4179 | 99.2802 | 583.4124 | -484.1322 |
Avg Daily Profit (%) | 0.7449 | 0.7658 | -0.0208 | 0.0331 | 0.0923 | 0 |
Buy And Hold Return (%) | 708.7367 | 708.7367 | 708.7367 | 708.7367 | 708.7367 | 708.7367 |
Max Trade Drawdown | -200986 | -139001 | -184989 | -676882 | -378720 | -627840 |
Profit Factor | 2.8367 | 4.6386 | 0.8932 | 1.0449 | 1.5259 | 0.5615 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 40.6504 | 37.7049 | 43.5484 | 40.6504 | 37.7049 | 43.5484 |
Ratio Avg Win / Avg Loss | 4.1416 | 7.6637 | 1.1578 | 1.5255 | 2.5211 | 0.7279 |
Largest Winning Trade | 859125 | 859125 | 32042 | 598469 | 598469 | 140910 |
Largest Losing Trade | -63794 | -58191 | -63794 | -352206 | -352206 | -264571 |
Avg Bars in Trades | 200 | 222 | 178 | 200 | 222 | 178 |
Avg Bars in Winners | 285 | 332 | 245 | 285 | 332 | 245 |
Avg Bars in Losers | 141 | 155 | 126 | 141 | 155 | 126 |
Bars Traded | 24621 | 13555 | 11066 | 24621 | 13555 | 11066 |
Profit Streak | 20.3466 | 0 | 27.18 | 20.3466 | 0 | 27.18 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350287 | -151552 | -735537 | -487277 | -399271 | -737204 |
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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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