Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1722134.8315 | 1763744.4333 | -41609.6018 | 221957.0752 | 442196.1067 | -220239.0316 |
Total P&L (%) | 1722.1348 | 1763.7444 | -41.6096 | 221.9571 | 442.1961 | -220.239 |
Avg Daily Profit (%) | 0.9441 | 0.9669 | -0.0228 | 0.0641 | 0.0927 | 0 |
Buy And Hold Return (%) | 725.7359 | 725.7359 | 725.7359 | 725.7359 | 725.7359 | 725.7359 |
Max Trade Drawdown | -210120 | -188869 | -105102 | -5106993 | -4725676 | -1404398 |
Profit Factor | 2.8969 | 3.9607 | 0.8667 | 1.0191 | 1.0561 | 0.9412 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 36.4238 | 29.3333 | 43.4211 | 36.4238 | 29.3333 | 43.4211 |
Ratio Avg Win / Avg Loss | 5.0563 | 9.5416 | 1.1293 | 1.7788 | 2.5443 | 1.2264 |
Largest Winning Trade | 1272533 | 1272533 | 31550 | 1943058 | 1943058 | 797455 |
Largest Losing Trade | -42521 | -42521 | -22731 | -1514337 | -1514337 | -459122 |
Avg Bars in Trades | 140 | 210 | 70 | 140 | 210 | 70 |
Avg Bars in Winners | 222 | 415 | 93 | 222 | 415 | 93 |
Avg Bars in Losers | 93 | 126 | 53 | 93 | 126 | 53 |
Bars Traded | 21180 | 15822 | 5358 | 21180 | 15822 | 5358 |
Profit Streak | 0 | 95.0386 | 0 | 0 | 95.0386 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357522 | -50791 | -631127 | -475987 | -459748 | -631127 |
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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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