Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3101042.5796 | 3343338.0309 | -242295.4513 | -97053.8828 | 204056.7125 | -301110.5952 |
Total P&L (%) | 3101.0426 | 3343.338 | -242.2955 | -97.0539 | 204.0567 | -301.1106 |
Avg Daily Profit (%) | 1.3988 | 1.508 | -0.1093 | -0.1589 | 0.0502 | 0 |
Buy And Hold Return (%) | 145.8903 | 145.8903 | 145.8903 | 145.8903 | 145.8903 | 145.8903 |
Max Trade Drawdown | -372816 | -205053 | -295542 | -527978 | -168021 | -411233 |
Profit Factor | 4.0504 | 8.6113 | 0.5803 | 0.8777 | 1.7855 | 0.4362 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 36.6013 | 38.1579 | 35.0649 | 36.6013 | 38.1579 | 35.0649 |
Ratio Avg Win / Avg Loss | 7.0158 | 13.9563 | 1.0747 | 1.5204 | 2.8937 | 0.8077 |
Largest Winning Trade | 3570242 | 3570242 | 49450 | 342034 | 342034 | 173876 |
Largest Losing Trade | -65128 | -37878 | -65128 | -160474 | -103081 | -160474 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 13 | 16 |
Bars Traded | 4227 | 1951 | 2276 | 4227 | 1951 | 2276 |
Profit Streak | 1.7637 | 0 | 2.2637 | 1.7637 | 0 | 2.2637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517246 | -31476 | -628433 | -584416 | -218047 | -630100 |
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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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