Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766529.6855 | 1799249.8467 | -32720.1612 | 78953.0996 | 484166.2864 | -405213.1868 |
Total P&L (%) | 1766.5297 | 1799.2498 | -32.7202 | 78.9531 | 484.1663 | -405.2132 |
Avg Daily Profit (%) | 0.7813 | 0.7958 | -0.0145 | 0.0257 | 0.0781 | 0 |
Buy And Hold Return (%) | 130.4196 | 130.4196 | 130.4196 | 130.4196 | 130.4196 | 130.4196 |
Max Trade Drawdown | -154140 | -153537 | -66966 | -1370451 | -1154590 | -559900 |
Profit Factor | 2.6059 | 3.1738 | 0.8798 | 1.013 | 1.1104 | 0.7621 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 103 | 42 | 61 | 103 | 42 | 61 |
Losing Trades | 108 | 63 | 45 | 108 | 63 | 45 |
Profitability (%) | 48.8152 | 40 | 57.5472 | 48.8152 | 40 | 57.5472 |
Ratio Avg Win / Avg Loss | 2.7324 | 4.7606 | 0.6491 | 1.0621 | 1.6655 | 0.5622 |
Largest Winning Trade | 1645254 | 1645254 | 16478 | 1449745 | 1449745 | 158738 |
Largest Losing Trade | -48927 | -48927 | -30972 | -416205 | -304056 | -416205 |
Avg Bars in Trades | 63 | 122 | 4 | 63 | 122 | 4 |
Avg Bars in Winners | 75 | 178 | 4 | 75 | 178 | 4 |
Avg Bars in Losers | 51 | 84 | 5 | 51 | 84 | 5 |
Bars Traded | 13354 | 12828 | 526 | 13354 | 12828 | 526 |
Profit Streak | 6.1576 | 6.1576 | 57.4909 | 6.1576 | 6.1576 | 57.4909 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727297 | 566166 | -578395 | -528303 | -192657 | -578395 |
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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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