Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1254209.3424 | 1229193.5626 | 25015.7798 | 1807631.7633 | 3555807.8091 | -1748176.0458 |
Total P&L (%) | 1254.2093 | 1229.1936 | 25.0158 | 1807.6318 | 3555.8078 | -1748.176 |
Avg Daily Profit (%) | 0.6897 | 0.6759 | 0.0138 | 0.1623 | 0.1981 | 0 |
Buy And Hold Return (%) | 727.2727 | 727.2727 | 727.2727 | 727.2727 | 727.2727 | 727.2727 |
Max Trade Drawdown | -129913 | -68697 | -77377 | -6976445 | -3548495 | -3573630 |
Profit Factor | 2.8441 | 5.2337 | 1.0642 | 1.1108 | 1.5296 | 0.818 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 47.7876 | 50 | 45.614 | 47.7876 | 50 | 45.614 |
Ratio Avg Win / Avg Loss | 3.1074 | 5.2337 | 1.2688 | 1.2136 | 1.5296 | 0.9753 |
Largest Winning Trade | 611966 | 611966 | 75950 | 4663802 | 4663802 | 1614854 |
Largest Losing Trade | -40214 | -30240 | -40214 | -2099266 | -967713 | -2099266 |
Avg Bars in Trades | 190 | 174 | 206 | 190 | 174 | 206 |
Avg Bars in Winners | 252 | 222 | 284 | 252 | 222 | 284 |
Avg Bars in Losers | 134 | 126 | 140 | 134 | 126 | 140 |
Bars Traded | 21559 | 9794 | 11765 | 21559 | 9794 | 11765 |
Profit Streak | 33.7604 | 104.9271 | 33.7604 | 33.7604 | 104.9271 | 33.7604 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355285 | -167583 | -670940 | -93670 | -169512 | -761544 |
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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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