Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431221.8068 | 1437719.4566 | -6497.6498 | 480106.8461 | 1203220.296 | -723113.4499 |
Total P&L (%) | 1431.2218 | 1437.7195 | -6.4977 | 480.1068 | 1203.2203 | -723.1135 |
Avg Daily Profit (%) | 0.7897 | 0.7933 | -0.0036 | 0.0971 | 0.1418 | 0 |
Buy And Hold Return (%) | 500.4657 | 500.4657 | 500.4657 | 500.4657 | 500.4657 | 500.4657 |
Max Trade Drawdown | -167099 | -103578 | -68689 | -3035568 | -1737482 | -1298085 |
Profit Factor | 2.8385 | 3.7782 | 0.9751 | 1.0495 | 1.1987 | 0.8013 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 33.3333 | 27.6316 | 38.961 | 33.3333 | 27.6316 | 38.961 |
Ratio Avg Win / Avg Loss | 5.677 | 9.8953 | 1.5277 | 2.099 | 3.1394 | 1.2554 |
Largest Winning Trade | 913096 | 913096 | 53739 | 2543262 | 2543262 | 672271 |
Largest Losing Trade | -29464 | -29464 | -17495 | -519054 | -519054 | -472200 |
Avg Bars in Trades | 69 | 95 | 43 | 69 | 95 | 43 |
Avg Bars in Winners | 113 | 187 | 61 | 113 | 187 | 61 |
Avg Bars in Losers | 47 | 60 | 31 | 47 | 60 | 31 |
Bars Traded | 10603 | 7287 | 3316 | 10603 | 7287 | 3316 |
Profit Streak | 0 | 84.9594 | 0 | 0 | 84.9594 | 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 | 344914 | -50332 | -624251 | -399807 | -75553 | -625362 |
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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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