Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313860.0796 | 1276771.9123 | 37088.1673 | 1942908.3508 | 2509670.5229 | -566762.1721 |
Total P&L (%) | 1313.8601 | 1276.7719 | 37.0882 | 1942.9084 | 2509.6705 | -566.7622 |
Avg Daily Profit (%) | 0.7248 | 0.7043 | 0.0205 | 0.1666 | 0.1801 | 0 |
Buy And Hold Return (%) | 543.4255 | 543.4255 | 543.4255 | 543.4255 | 543.4255 | 543.4255 |
Max Trade Drawdown | -115268 | -75888 | -99033 | -3849347 | -2797872 | -1728205 |
Profit Factor | 2.7013 | 4.3014 | 1.0962 | 1.1491 | 1.3853 | 0.9131 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 47.7612 | 48.5149 | 47 | 47.7612 | 48.5149 | 47 |
Ratio Avg Win / Avg Loss | 2.9546 | 4.5648 | 1.2361 | 1.2568 | 1.4701 | 1.0297 |
Largest Winning Trade | 649490 | 649490 | 71505 | 3636588 | 3636588 | 1643170 |
Largest Losing Trade | -29192 | -25892 | -29192 | -1035549 | -1035549 | -897169 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
Bars Traded | 10681 | 5154 | 5527 | 10681 | 5154 | 5527 |
Profit Streak | 4.6132 | 8.9465 | 0 | 4.6132 | 8.9465 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507863 | 567320 | -447463 | -50876 | 269542 | -580565 |
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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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