Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519116.4689 | 1525904.6478 | -6788.1789 | 443340.8192 | 962776.0702 | -519435.251 |
Total P&L (%) | 1519.1165 | 1525.9046 | -6.7882 | 443.3408 | 962.7761 | -519.4353 |
Avg Daily Profit (%) | 0.8364 | 0.8402 | -0.0037 | 0.0932 | 0.1302 | 0 |
Buy And Hold Return (%) | 747.1087 | 747.1087 | 747.1087 | 747.1087 | 747.1087 | 747.1087 |
Max Trade Drawdown | -127417 | -130247 | -62686 | -1715482 | -1319920 | -711040 |
Profit Factor | 2.4688 | 3.2485 | 0.9809 | 1.0562 | 1.1855 | 0.8074 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 40.0943 | 35.8491 | 44.3396 | 40.0943 | 35.8491 | 44.3396 |
Ratio Avg Win / Avg Loss | 3.6886 | 5.8131 | 1.2314 | 1.5781 | 2.1214 | 1.0135 |
Largest Winning Trade | 1196271 | 1196271 | 43783 | 1051734 | 1051734 | 278055 |
Largest Losing Trade | -39481 | -39481 | -15774 | -535256 | -535256 | -202679 |
Avg Bars in Trades | 50 | 71 | 30 | 50 | 71 | 30 |
Avg Bars in Winners | 75 | 115 | 43 | 75 | 115 | 43 |
Avg Bars in Losers | 34 | 46 | 19 | 34 | 46 | 19 |
Bars Traded | 10736 | 7532 | 3204 | 10736 | 7532 | 3204 |
Profit Streak | 11.8161 | 0 | 20.6494 | 11.8161 | 0 | 20.6494 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328310 | 253052 | -581031 | -393966 | -115881 | -581031 |
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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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