Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237801.6047 | 1204530.5282 | 33271.0765 | 1185773.2342 | 1722422.7068 | -536649.4726 |
Total P&L (%) | 1237.8016 | 1204.5305 | 33.2711 | 1185.7732 | 1722.4227 | -536.6495 |
Avg Daily Profit (%) | 0.6822 | 0.6639 | 0.0183 | 0.1409 | 0.1601 | 0 |
Buy And Hold Return (%) | 541.1515 | 541.1515 | 541.1515 | 541.1515 | 541.1515 | 541.1515 |
Max Trade Drawdown | -122266 | -102227 | -79593 | -1562043 | -1044162 | -988783 |
Profit Factor | 2.3572 | 3.5198 | 1.0767 | 1.175 | 1.5 | 0.8388 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 42.6396 | 36.7347 | 48.4848 | 42.6396 | 36.7347 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.171 | 6.0619 | 1.144 | 1.5807 | 2.5833 | 0.8913 |
Largest Winning Trade | 701606 | 701606 | 50720 | 1463245 | 1463245 | 268556 |
Largest Losing Trade | -39877 | -39877 | -29510 | -419668 | -419668 | -293589 |
Avg Bars in Trades | 53 | 71 | 36 | 53 | 71 | 36 |
Avg Bars in Winners | 73 | 114 | 43 | 73 | 114 | 43 |
Avg Bars in Losers | 39 | 46 | 30 | 39 | 46 | 30 |
Bars Traded | 10631 | 6992 | 3639 | 10631 | 6992 | 3639 |
Profit Streak | 0 | 64.9639 | 0 | 0 | 64.9639 | 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 | 354413 | 303712 | -471209 | -38901 | 81822 | -581657 |
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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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