Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1654974.4837 | 1748584.8719 | -93610.3881 | -4611.5893 | 419011.5165 | -423623.1058 |
Total P&L (%) | 1654.9745 | 1748.5849 | -93.6104 | -4.6116 | 419.0115 | -423.6231 |
Avg Daily Profit (%) | 0.9074 | 0.9587 | -0.0513 | -0.0026 | 0.0903 | 0 |
Buy And Hold Return (%) | 705.4105 | 705.4105 | 705.4105 | 705.4105 | 705.4105 | 705.4105 |
Max Trade Drawdown | -213036 | -164058 | -99945 | -1139971 | -1098234 | -510121 |
Profit Factor | 2.5524 | 3.4095 | 0.725 | 0.999 | 1.1356 | 0.675 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 42.029 | 34.9515 | 49.0385 | 42.029 | 34.9515 | 49.0385 |
Ratio Avg Win / Avg Loss | 3.5205 | 6.3455 | 0.7534 | 1.3779 | 2.1134 | 0.7015 |
Largest Winning Trade | 1219574 | 1219574 | 19267 | 787251 | 787251 | 108890 |
Largest Losing Trade | -47161 | -47161 | -20370 | -282281 | -282281 | -119021 |
Avg Bars in Trades | 51 | 83 | 19 | 51 | 83 | 19 |
Avg Bars in Winners | 70 | 139 | 21 | 70 | 139 | 21 |
Avg Bars in Losers | 37 | 53 | 17 | 37 | 53 | 17 |
Bars Traded | 10663 | 8641 | 2022 | 10663 | 8641 | 2022 |
Profit Streak | 0 | 88.4534 | 0 | 0 | 88.4534 | 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 | 414999 | 394402 | -581151 | -581127 | -313623 | -581151 |
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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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