Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1928986.1286 | 1965984.3761 | -36998.2474 | 238711.4093 | 1251411.4224 | -1012700.0131 |
Total P&L (%) | 1928.9861 | 1965.9844 | -36.9982 | 238.7114 | 1251.4114 | -1012.7 |
Avg Daily Profit (%) | 0.8175 | 0.8332 | -0.0157 | 0.0517 | 0.1104 | 0 |
Buy And Hold Return (%) | 608.1142 | 608.1142 | 608.1142 | 608.1142 | 608.1142 | 608.1142 |
Max Trade Drawdown | -201035 | -195840 | -78694 | -7887359 | -6213065 | -2587063 |
Profit Factor | 2.6966 | 3.8655 | 0.9179 | 1.0128 | 1.1071 | 0.8558 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 160 | 86 | 74 | 160 | 86 | 74 |
Profitability (%) | 47.1947 | 43.4211 | 50.9934 | 47.1947 | 43.4211 | 50.9934 |
Ratio Avg Win / Avg Loss | 3.0172 | 5.0369 | 0.8822 | 1.1332 | 1.4426 | 0.8225 |
Largest Winning Trade | 1740822 | 1740822 | 56209 | 6708875 | 6708875 | 893622 |
Largest Losing Trade | -29886 | -29886 | -27265 | -1464786 | -1386642 | -1464786 |
Avg Bars in Trades | 30 | 43 | 17 | 30 | 43 | 17 |
Avg Bars in Winners | 34 | 53 | 18 | 34 | 53 | 18 |
Avg Bars in Losers | 27 | 36 | 16 | 27 | 36 | 16 |
Bars Traded | 9293 | 6647 | 2646 | 9293 | 6647 | 2646 |
Profit Streak | 0 | 0 | 34.1512 | 0 | 0 | 34.1512 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571007 | 537703 | -579142 | -495622 | -156657 | -579142 |
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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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