Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547098.6324 | 1523296.8297 | 23801.8028 | 841028.457 | 3091691.7503 | -2250663.2933 |
Total P&L (%) | 1547.0986 | 1523.2968 | 23.8018 | 841.0285 | 3091.6918 | -2250.6633 |
Avg Daily Profit (%) | 0.8536 | 0.8404 | 0.0131 | 0.1238 | 0.1913 | 0 |
Buy And Hold Return (%) | 496.3671 | 496.3671 | 496.3671 | 496.3671 | 496.3671 | 496.3671 |
Max Trade Drawdown | -242377 | -191817 | -76950 | -6789741 | -4578747 | -2893103 |
Profit Factor | 2.361 | 2.9877 | 1.0643 | 1.0312 | 1.1806 | 0.7704 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 43.7229 | 39.1304 | 48.2759 | 43.7229 | 39.1304 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.0389 | 4.6476 | 1.1403 | 1.3273 | 1.8366 | 0.8254 |
Largest Winning Trade | 1151765 | 1151765 | 35131 | 2460829 | 2460829 | 1191462 |
Largest Losing Trade | -32392 | -32392 | -24331 | -1745002 | -1347109 | -1745002 |
Avg Bars in Trades | 92 | 143 | 42 | 92 | 143 | 42 |
Avg Bars in Winners | 134 | 236 | 52 | 134 | 236 | 52 |
Avg Bars in Losers | 59 | 82 | 32 | 59 | 82 | 32 |
Bars Traded | 21319 | 16446 | 4873 | 21319 | 16446 | 4873 |
Profit Streak | 0 | 38.5443 | 0 | 0 | 38.5443 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484914 | 445338 | -491832 | -223687 | -16747 | -581694 |
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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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