Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226514.4703 | 1268982.3119 | -42467.8416 | -20640.3293 | 260076.4717 | -280716.8009 |
Total P&L (%) | 1226.5145 | 1268.9823 | -42.4678 | -20.6403 | 260.0765 | -280.7168 |
Avg Daily Profit (%) | 0.589 | 0.6094 | -0.0204 | -0.0111 | 0.0615 | 0 |
Buy And Hold Return (%) | 114.2012 | 114.2012 | 114.2012 | 114.2012 | 114.2012 | 114.2012 |
Max Trade Drawdown | -203890 | -189596 | -77318 | -1465582 | -1370726 | -411294 |
Profit Factor | 2.2403 | 2.9061 | 0.8686 | 0.9944 | 1.1038 | 0.761 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 44.0945 | 36.5079 | 51.5625 | 44.0945 | 36.5079 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.8404 | 5.0541 | 0.8159 | 1.2607 | 1.9196 | 0.7149 |
Largest Winning Trade | 824644 | 824644 | 33900 | 1206070 | 1206070 | 311891 |
Largest Losing Trade | -65684 | -65684 | -33566 | -329342 | -329342 | -183994 |
Avg Bars in Trades | 190 | 328 | 54 | 190 | 328 | 54 |
Avg Bars in Winners | 240 | 515 | 49 | 240 | 515 | 49 |
Avg Bars in Losers | 150 | 221 | 60 | 150 | 221 | 60 |
Bars Traded | 24211 | 20720 | 3491 | 24211 | 20720 | 3491 |
Profit Streak | 25.3342 | 25.3342 | 26.0008 | 25.3342 | 25.3342 | 26.0008 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544707 | -134576 | -718736 | -579606 | -372707 | -718736 |
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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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