Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1839131.0659 | 1811094.1312 | 28036.9347 | 1107288.3939 | 2566681.4464 | -1459393.0525 |
Total P&L (%) | 1839.1311 | 1811.0941 | 28.0369 | 1107.2884 | 2566.6814 | -1459.3931 |
Avg Daily Profit (%) | 0.8156 | 0.8032 | 0.0124 | 0.1105 | 0.1457 | 0 |
Buy And Hold Return (%) | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 | 262.0155 |
Max Trade Drawdown | -109736 | -96341 | -128124 | -3338589 | -2104876 | -2022318 |
Profit Factor | 3.1436 | 5.1197 | 1.067 | 1.0683 | 1.3183 | 0.821 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 32.6633 | 30 | 35.3535 | 32.6633 | 30 | 35.3535 |
Ratio Avg Win / Avg Loss | 6.4806 | 11.9459 | 1.9511 | 2.2023 | 3.076 | 1.5013 |
Largest Winning Trade | 1378697 | 1378697 | 60943 | 3465727 | 3465727 | 933635 |
Largest Losing Trade | -50633 | -27194 | -50633 | -884568 | -639561 | -884568 |
Avg Bars in Trades | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Winners | 137 | 158 | 119 | 137 | 158 | 119 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 13053 | 6831 | 6222 | 13053 | 6831 | 6222 |
Profit Streak | 0 | 0 | 9.0698 | 0 | 0 | 9.0698 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485512 | 465390 | -493021 | -197046 | -4851 | -583318 |
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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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