Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323746.0867 | 1354360.0998 | -30614.0131 | 271199.8349 | 1038813.61 | -767613.7751 |
Total P&L (%) | 1323.7461 | 1354.3601 | -30.614 | 271.1998 | 1038.8136 | -767.6138 |
Avg Daily Profit (%) | 0.7296 | 0.7465 | -0.0169 | 0.0723 | 0.1342 | 0 |
Buy And Hold Return (%) | 559.5921 | 559.5921 | 559.5921 | 559.5921 | 559.5921 | 559.5921 |
Max Trade Drawdown | -130314 | -104164 | -123868 | -1094564 | -804084 | -867521 |
Profit Factor | 2.1132 | 3.3103 | 0.9492 | 1.0389 | 1.3074 | 0.7859 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Profitability (%) | 39.3382 | 34.5588 | 44.1176 | 39.3382 | 34.5588 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.2587 | 6.2684 | 1.2023 | 1.6021 | 2.4757 | 0.9955 |
Largest Winning Trade | 1100904 | 1100904 | 57587 | 680284 | 680284 | 224117 |
Largest Losing Trade | -34641 | -33577 | -34641 | -313035 | -313035 | -305747 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 27 | 32 | 23 | 27 | 32 | 23 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 5325 | 2942 | 2383 | 5325 | 2942 | 2383 |
Profit Streak | 23.1821 | 23.1821 | 46.5154 | 23.1821 | 23.1821 | 46.5154 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401432 | 344726 | -580326 | -439729 | -25483 | -581993 |
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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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