Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456413.8671 | 1518883.3234 | -62469.4563 | 68704.4732 | 1099781.534 | -1031077.0608 |
Total P&L (%) | 1456.4139 | 1518.8833 | -62.4695 | 68.7045 | 1099.7815 | -1031.0771 |
Avg Daily Profit (%) | 0.8036 | 0.838 | -0.0345 | 0.0289 | 0.1372 | 0 |
Buy And Hold Return (%) | 564.1821 | 564.1821 | 564.1821 | 564.1821 | 564.1821 | 564.1821 |
Max Trade Drawdown | -240771 | -204702 | -99526 | -3911032 | -3102044 | -1235150 |
Profit Factor | 2.3944 | 3.1601 | 0.817 | 1.0076 | 1.1811 | 0.6549 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 39.726 | 35.7798 | 43.6364 | 39.726 | 35.7798 | 43.6364 |
Ratio Avg Win / Avg Loss | 3.6329 | 5.6721 | 1.0553 | 1.5287 | 2.1199 | 0.8459 |
Largest Winning Trade | 964751 | 964751 | 28525 | 1995012 | 1995012 | 354289 |
Largest Losing Trade | -50390 | -50390 | -20332 | -990995 | -990995 | -557760 |
Avg Bars in Trades | 98 | 168 | 28 | 98 | 168 | 28 |
Avg Bars in Winners | 138 | 270 | 31 | 138 | 270 | 31 |
Avg Bars in Losers | 71 | 112 | 26 | 71 | 112 | 26 |
Bars Traded | 21512 | 18395 | 3117 | 21512 | 18395 | 3117 |
Profit Streak | 7.3721 | 0 | 17.5388 | 7.3721 | 0 | 17.5388 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434817 | 362130 | -581002 | -533350 | -42721 | -582669 |
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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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