Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173630.7908 | 1267097.0154 | -93466.2246 | -84895.3644 | 382585.2551 | -467480.6195 |
Total P&L (%) | 1173.6308 | 1267.097 | -93.4662 | -84.8954 | 382.5853 | -467.4806 |
Avg Daily Profit (%) | 0.6125 | 0.6613 | -0.0488 | -0.0986 | 0.0822 | 0 |
Buy And Hold Return (%) | 10.8905 | 10.8905 | 10.8905 | 10.8905 | 10.8905 | 10.8905 |
Max Trade Drawdown | -296037 | -232128 | -105705 | -1497552 | -1018306 | -479246 |
Profit Factor | 2.4482 | 3.1868 | 0.5953 | 0.962 | 1.244 | 0.3009 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 42.953 | 40.5405 | 45.3333 | 42.953 | 40.5405 | 45.3333 |
Ratio Avg Win / Avg Loss | 3.2515 | 4.674 | 0.7179 | 1.2777 | 1.8245 | 0.3628 |
Largest Winning Trade | 1463592 | 1463592 | 19764 | 1415914 | 1415914 | 30319 |
Largest Losing Trade | -40119 | -40119 | -18802 | -427593 | -427593 | -257905 |
Avg Bars in Trades | 74 | 139 | 10 | 74 | 139 | 10 |
Avg Bars in Winners | 88 | 178 | 8 | 88 | 178 | 8 |
Avg Bars in Losers | 64 | 111 | 12 | 64 | 111 | 12 |
Bars Traded | 11101 | 10291 | 810 | 11101 | 10291 | 810 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499756 | -50066 | -639273 | -581457 | -150522 | -639273 |
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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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