Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481075.2131 | 1558619.8054 | -77544.5922 | 54834.2764 | 1162431.5217 | -1107597.2453 |
Total P&L (%) | 1481.0752 | 1558.6198 | -77.5446 | 54.8343 | 1162.4315 | -1107.5972 |
Avg Daily Profit (%) | 0.8076 | 0.8499 | -0.0423 | 0.0238 | 0.1384 | 0 |
Buy And Hold Return (%) | 636.3855 | 636.3855 | 636.3855 | 636.3855 | 636.3855 | 636.3855 |
Max Trade Drawdown | -285051 | -231825 | -93883 | -2085690 | -1449493 | -1130804 |
Profit Factor | 2.1162 | 2.8909 | 0.8457 | 1.0091 | 1.3295 | 0.5565 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 114 | 47 | 67 | 114 | 47 | 67 |
Losing Trades | 223 | 122 | 101 | 223 | 122 | 101 |
Profitability (%) | 33.8279 | 27.8107 | 39.881 | 33.8279 | 27.8107 | 39.881 |
Ratio Avg Win / Avg Loss | 4.1396 | 7.504 | 1.2749 | 1.9739 | 3.4511 | 0.8388 |
Largest Winning Trade | 1173379 | 1173379 | 32877 | 1031689 | 1031689 | 118491 |
Largest Losing Trade | -32296 | -32296 | -27569 | -383042 | -383042 | -249761 |
Avg Bars in Trades | 32 | 50 | 14 | 32 | 50 | 14 |
Avg Bars in Winners | 59 | 112 | 21 | 59 | 112 | 21 |
Avg Bars in Losers | 18 | 25 | 9 | 18 | 25 | 9 |
Bars Traded | 10919 | 8461 | 2458 | 10919 | 8461 | 2458 |
Profit Streak | 28.7791 | 29.2791 | 0 | 28.7791 | 29.2791 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306128 | -1722 | -582444 | -540184 | -31129 | -584110 |
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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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