Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634469.059 | 1741642.8691 | -107173.8101 | -18855.7097 | 969397.7389 | -988253.4486 |
Total P&L (%) | 1634.4691 | 1741.6429 | -107.1738 | -18.8557 | 969.3977 | -988.2534 |
Avg Daily Profit (%) | 0.895 | 0.9537 | -0.0587 | -0.0114 | 0.1298 | 0 |
Buy And Hold Return (%) | 696.9833 | 696.9833 | 696.9833 | 696.9833 | 696.9833 | 696.9833 |
Max Trade Drawdown | -337702 | -252521 | -113129 | -3101343 | -2038013 | -1176880 |
Profit Factor | 2.4962 | 3.3705 | 0.7004 | 0.9964 | 1.2848 | 0.4519 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 37.1287 | 31.6832 | 42.5743 | 37.1287 | 31.6832 | 42.5743 |
Ratio Avg Win / Avg Loss | 4.2269 | 7.2675 | 0.9447 | 1.6872 | 2.7703 | 0.6096 |
Largest Winning Trade | 1256757 | 1256757 | 22856 | 1480367 | 1480367 | 154771 |
Largest Losing Trade | -40044 | -40044 | -25669 | -746968 | -746968 | -332891 |
Avg Bars in Trades | 52 | 82 | 23 | 52 | 82 | 23 |
Avg Bars in Winners | 81 | 151 | 29 | 81 | 151 | 29 |
Avg Bars in Losers | 35 | 50 | 19 | 35 | 50 | 19 |
Bars Traded | 10689 | 8299 | 2390 | 10689 | 8299 | 2390 |
Profit Streak | 0 | 94.2487 | 0 | 0 | 94.2487 | 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 | 340913 | 350346 | -583672 | -581948 | -68788 | -583672 |
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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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