Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331985.7765 | 1459407.0621 | -127421.2855 | -391919.7597 | -8148.968 | -383770.7917 |
Total P&L (%) | 1331.9858 | 1459.4071 | -127.4213 | -391.9198 | -8.149 | -383.7708 |
Avg Daily Profit (%) | 0.6394 | 0.7005 | -0.0612 | 0 | -0.0041 | 0 |
Buy And Hold Return (%) | 367.1797 | 367.1797 | 367.1797 | 367.1797 | 367.1797 | 367.1797 |
Max Trade Drawdown | -339870 | -90704 | -312844 | -669924 | -337482 | -510638 |
Profit Factor | 2.4689 | 4.702 | 0.7514 | 0.797 | 0.9908 | 0.6315 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 23 | 24 | 59 | 32 | 27 |
Losing Trades | 62 | 31 | 31 | 50 | 22 | 28 |
Profitability (%) | 43.1193 | 42.5926 | 43.6364 | 54.1284 | 59.2593 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.2569 | 6.3374 | 0.9706 | 0.6754 | 0.6812 | 0.6549 |
Largest Winning Trade | 1322783 | 1322783 | 62247 | 150686 | 150686 | 102318 |
Largest Losing Trade | -159982 | -47627 | -159982 | -258172 | -258172 | -175585 |
Avg Bars in Trades | 225 | 209 | 241 | 225 | 209 | 241 |
Avg Bars in Winners | 349 | 321 | 375 | 148 | 153 | 142 |
Avg Bars in Losers | 131 | 125 | 137 | 316 | 290 | 337 |
Bars Traded | 24589 | 11300 | 13289 | 24589 | 11300 | 13289 |
Profit Streak | 18.5285 | 0 | 57.4452 | 0 | 155.3619 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436349 | -165288 | -762328 | -579953 | -758250 | -761186 |
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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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