Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270322.4136 | 1278987.5112 | -8665.0976 | 511597.8791 | 1069758.5793 | -558160.7001 |
Total P&L (%) | 1270.3224 | 1278.9875 | -8.6651 | 511.5979 | 1069.7586 | -558.1607 |
Avg Daily Profit (%) | 0.6956 | 0.7004 | -0.0047 | 0.0992 | 0.1348 | 0 |
Buy And Hold Return (%) | 651.9954 | 651.9954 | 651.9954 | 651.9954 | 651.9954 | 651.9954 |
Max Trade Drawdown | -149956 | -103168 | -90130 | -2165242 | -1676770 | -871032 |
Profit Factor | 2.4427 | 3.4973 | 0.9765 | 1.0773 | 1.2748 | 0.7951 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 44.4444 | 40.7767 | 48.0769 | 44.4444 | 40.7767 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.0534 | 5.0794 | 1.0546 | 1.3467 | 1.8515 | 0.8587 |
Largest Winning Trade | 790286 | 790286 | 66577 | 1615327 | 1615327 | 253955 |
Largest Losing Trade | -50195 | -50195 | -30533 | -406467 | -406467 | -355958 |
Avg Bars in Trades | 51 | 73 | 29 | 51 | 73 | 29 |
Avg Bars in Winners | 69 | 106 | 37 | 69 | 106 | 37 |
Avg Bars in Losers | 37 | 50 | 21 | 37 | 50 | 21 |
Bars Traded | 10624 | 7575 | 3049 | 10624 | 7575 | 3049 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310261 | 287745 | -579858 | -362425 | -24812 | -581525 |
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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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