Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393783.3148 | 1409179.5158 | -15396.201 | 350556.3806 | -135772.2182 | 486328.5987 |
Total P&L (%) | 1393.7833 | 1409.1795 | -15.3962 | 350.5564 | -135.7722 | 486.3286 |
Avg Daily Profit (%) | 0.7435 | 0.7517 | -0.0082 | 0.0803 | 0 | 0.0944 |
Buy And Hold Return (%) | 467.2483 | 467.2483 | 467.2483 | 467.2483 | 467.2483 | 467.2483 |
Max Trade Drawdown | -258297 | -230687 | -38217 | -10091939 | -9549034 | -1016980 |
Profit Factor | 2.4689 | 2.7433 | 0.8904 | 1.0206 | 0.9909 | 1.2276 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 74 | 26 | 48 | 74 | 26 | 48 |
Losing Trades | 151 | 86 | 65 | 151 | 86 | 65 |
Profitability (%) | 32.8889 | 23.2143 | 42.4779 | 32.8889 | 23.2143 | 42.4779 |
Ratio Avg Win / Avg Loss | 5.038 | 9.0739 | 1.2058 | 2.0826 | 3.2775 | 1.6624 |
Largest Winning Trade | 840280 | 840280 | 13421 | 8367110 | 8367110 | 1017672 |
Largest Losing Trade | -41229 | -41229 | -9648 | -2440560 | -2440560 | -435351 |
Avg Bars in Trades | 99 | 197 | 1 | 99 | 197 | 1 |
Avg Bars in Winners | 139 | 394 | 1 | 139 | 394 | 1 |
Avg Bars in Losers | 79 | 138 | 1 | 79 | 138 | 1 |
Bars Traded | 22282 | 22138 | 144 | 22282 | 22138 | 144 |
Profit Streak | 10.3905 | 0 | 43.5572 | 10.3905 | 0 | 43.5572 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339829 | -23050 | -581025 | -453050 | -615941 | -221178 |
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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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