Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329965.0134 | 1330447.7863 | -482.7729 | 1093909.6665 | 2791017.5193 | -1697107.8527 |
Total P&L (%) | 1329.965 | 1330.4478 | -0.4828 | 1093.9097 | 2791.0175 | -1697.1079 |
Avg Daily Profit (%) | 0.7299 | 0.7302 | -0.0003 | 0.1362 | 0.1848 | 0 |
Buy And Hold Return (%) | 650.8447 | 650.8447 | 650.8447 | 650.8447 | 650.8447 | 650.8447 |
Max Trade Drawdown | -113379 | -64762 | -97887 | -4050189 | -2463579 | -2414973 |
Profit Factor | 2.4595 | 4.5721 | 0.9991 | 1.0831 | 1.54 | 0.7877 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 45.4082 | 44.898 | 45.9184 | 45.4082 | 44.898 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.9569 | 5.6113 | 1.1767 | 1.3022 | 1.89 | 0.9278 |
Largest Winning Trade | 731777 | 731777 | 72456 | 3336705 | 3336705 | 1073885 |
Largest Losing Trade | -39447 | -20561 | -39447 | -1160090 | -601595 | -1160090 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 55 | 48 | 63 | 55 | 48 | 63 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 7113 | 3267 | 3846 | 7113 | 3267 | 3846 |
Profit Streak | 0 | 19.9227 | 0 | 0 | 19.9227 | 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 | 356235 | 440794 | -580991 | -149686 | 266095 | -582658 |
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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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