Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412376.2013 | 1551228.0416 | -138851.8403 | -53770.2912 | 288180.5104 | -341950.8016 |
Total P&L (%) | 1412.3762 | 1551.228 | -138.8518 | -53.7703 | 288.1805 | -341.9508 |
Avg Daily Profit (%) | 0.7566 | 0.831 | -0.0744 | -0.0413 | 0.0727 | 0 |
Buy And Hold Return (%) | 316.2521 | 316.2521 | 316.2521 | 316.2521 | 316.2521 | 316.2521 |
Max Trade Drawdown | -228989 | -210795 | -124642 | -1325916 | -1102919 | -339511 |
Profit Factor | 2.5414 | 3.5489 | 0.5487 | 0.9767 | 1.1839 | 0.5386 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 34.3066 | 33.8235 | 34.7826 | 34.3066 | 33.8235 | 34.7826 |
Ratio Avg Win / Avg Loss | 4.8665 | 6.9434 | 1.0289 | 1.8703 | 2.3163 | 1.0098 |
Largest Winning Trade | 1010932 | 1010932 | 15937 | 1152471 | 1152471 | 72880 |
Largest Losing Trade | -62618 | -62618 | -28963 | -406797 | -406797 | -105555 |
Avg Bars in Trades | 157 | 278 | 37 | 157 | 278 | 37 |
Avg Bars in Winners | 218 | 390 | 53 | 218 | 390 | 53 |
Avg Bars in Losers | 125 | 221 | 28 | 125 | 221 | 28 |
Bars Traded | 21535 | 18965 | 2570 | 21535 | 18965 | 2570 |
Profit Streak | 0 | 95.4488 | 0 | 0 | 95.4488 | 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 | 363314 | -96284 | -686987 | -583740 | -393592 | -686987 |
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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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