Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2859451.0729 | 2915957.688 | -56506.6151 | 30001.8864 | 90830.5079 | -60828.6214 |
Total P&L (%) | 2859.4511 | 2915.9577 | -56.5066 | 30.0019 | 90.8305 | -60.8286 |
Avg Daily Profit (%) | 1.2846 | 1.31 | -0.0254 | 0.0118 | 0.029 | -0.0421 |
Buy And Hold Return (%) | 306.7376 | 306.7376 | 306.7376 | 306.7376 | 306.7376 | 306.7376 |
Max Trade Drawdown | -211942 | -112987 | -225578 | -385197 | -267711 | -153227 |
Profit Factor | 4.5762 | 8.878 | 0.8684 | 1.0397 | 1.2219 | 0.8242 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 54.3307 | 50.7937 | 57.8125 | 54.3307 | 50.7937 | 57.8125 |
Ratio Avg Win / Avg Loss | 3.8467 | 8.6005 | 0.6337 | 0.874 | 1.1837 | 0.6014 |
Largest Winning Trade | 2971012 | 2971012 | 41056 | 349573 | 349573 | 58369 |
Largest Losing Trade | -60837 | -41905 | -60837 | -149057 | -149057 | -125960 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 42 | 33 | 50 | 42 | 33 | 50 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4250 | 1781 | 2469 | 4250 | 1781 | 2469 |
Profit Streak | 21.8029 | 21.8029 | 27.3029 | 21.8029 | 21.8029 | 27.3029 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 843687 | -123613 | -717932 | -519002 | -466014 | -717932 |
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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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