Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317867.9321 | 1333721.1662 | -15853.2341 | -7022.0892 | 652091.8854 | -659113.9746 |
Total P&L (%) | 1317.8679 | 1333.7212 | -15.8532 | -7.0221 | 652.0919 | -659.114 |
Avg Daily Profit (%) | 0.7082 | 0.7167 | -0.0085 | -0.0039 | 0.1085 | 0 |
Buy And Hold Return (%) | 45.9471 | 45.9471 | 45.9471 | 45.9471 | 45.9471 | 45.9471 |
Max Trade Drawdown | -231684 | -215805 | -58213 | -2412037 | -2040022 | -771360 |
Profit Factor | 2.8954 | 3.7748 | 0.9261 | 0.9986 | 1.1941 | 0.6074 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 69 | 24 | 45 | 69 | 24 | 45 |
Losing Trades | 117 | 69 | 48 | 117 | 69 | 48 |
Profitability (%) | 37.0968 | 25.8065 | 48.3871 | 37.0968 | 25.8065 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.9095 | 10.8526 | 0.9879 | 1.6933 | 3.4331 | 0.6479 |
Largest Winning Trade | 1333955 | 1333955 | 21704 | 1838569 | 1838569 | 127122 |
Largest Losing Trade | -27070 | -27070 | -20649 | -368822 | -368822 | -275025 |
Avg Bars in Trades | 58 | 105 | 11 | 58 | 105 | 11 |
Avg Bars in Winners | 86 | 225 | 13 | 86 | 225 | 13 |
Avg Bars in Losers | 41 | 63 | 9 | 41 | 63 | 9 |
Bars Traded | 10815 | 9790 | 1025 | 10815 | 9790 | 1025 |
Profit Streak | 0 | 107.1222 | 0 | 0 | 107.1222 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499162 | -6257 | -581433 | -582044 | -79242 | -581433 |
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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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