Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1622109.271 | 1666673.1633 | -44563.8923 | 170245.1693 | 131792.8347 | 38452.3346 |
Total P&L (%) | 1622.1093 | 1666.6732 | -44.5639 | 170.2452 | 131.7928 | 38.4523 |
Avg Daily Profit (%) | 0.7158 | 0.7355 | -0.0197 | 0.0439 | 0.0371 | 0.0144 |
Buy And Hold Return (%) | 363.2188 | 363.2188 | 363.2188 | 363.2188 | 363.2188 | 363.2188 |
Max Trade Drawdown | -139906 | -109348 | -123328 | -1571422 | -1020158 | -766461 |
Profit Factor | 3.1673 | 5.4728 | 0.8814 | 1.0431 | 1.0669 | 1.0194 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 39.645 | 38.8235 | 40.4762 | 39.645 | 38.8235 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.8218 | 8.6238 | 1.2962 | 1.588 | 1.6812 | 1.4991 |
Largest Winning Trade | 1542922 | 1542922 | 50086 | 970436 | 970436 | 395237 |
Largest Losing Trade | -52653 | -33682 | -52653 | -333114 | -241029 | -333114 |
Avg Bars in Trades | 51 | 57 | 44 | 51 | 57 | 44 |
Avg Bars in Winners | 82 | 93 | 71 | 82 | 93 | 71 |
Avg Bars in Losers | 30 | 34 | 25 | 30 | 34 | 25 |
Bars Traded | 8619 | 4886 | 3733 | 8619 | 4886 | 3733 |
Profit Streak | 1.91 | 11.66 | 0 | 1.91 | 11.66 | 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 | 410214 | 540483 | -583144 | -477387 | -458942 | -542656 |
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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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