Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396460.6832 | 1348850.6904 | 47609.9928 | 33083.3225 | 247447.3135 | -214363.991 |
Total P&L (%) | 1396.4607 | 1348.8507 | 47.61 | 33.0833 | 247.4473 | -214.364 |
Avg Daily Profit (%) | 0.6051 | 0.5844 | 0.0206 | 0.0124 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336383 | -286638 | -79646 | -2759236 | -2534649 | -475112 |
Profit Factor | 2.3175 | 2.7415 | 1.1668 | 1.0073 | 1.0788 | 0.8443 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 75 | 26 | 49 | 75 | 26 | 49 |
Losing Trades | 126 | 74 | 52 | 126 | 74 | 52 |
Profitability (%) | 37.3134 | 26 | 48.5149 | 37.3134 | 26 | 48.5149 |
Ratio Avg Win / Avg Loss | 3.8935 | 7.8027 | 1.2383 | 1.6923 | 3.0704 | 0.896 |
Largest Winning Trade | 1137852 | 1137852 | 25368 | 1507810 | 1507810 | 342497 |
Largest Losing Trade | -49115 | -49115 | -44633 | -773415 | -773415 | -357636 |
Avg Bars in Trades | 22 | 42 | 3 | 22 | 42 | 3 |
Avg Bars in Winners | 37 | 101 | 3 | 37 | 101 | 3 |
Avg Bars in Losers | 13 | 21 | 2 | 13 | 21 | 2 |
Bars Traded | 4550 | 4225 | 325 | 4550 | 4225 | 325 |
Profit Streak | 18.5675 | 20.0675 | 18.5675 | 18.5675 | 20.0675 | 18.5675 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497951 | -8076 | -203372 | -392571 | -278210 | -580297 |
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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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