Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330161.0747 | 1321724.7792 | 8436.2955 | 802929.8156 | 3326906.2904 | -2523976.4748 |
Total P&L (%) | 1330.1611 | 1321.7248 | 8.4363 | 802.9298 | 3326.9063 | -2523.9765 |
Avg Daily Profit (%) | 0.7313 | 0.7266 | 0.0046 | 0.121 | 0.1945 | 0 |
Buy And Hold Return (%) | 748.2477 | 748.2477 | 748.2477 | 748.2477 | 748.2477 | 748.2477 |
Max Trade Drawdown | -140359 | -121187 | -99839 | -5921871 | -3835563 | -3461585 |
Profit Factor | 2.752 | 3.9824 | 1.0267 | 1.05 | 1.3856 | 0.6602 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 45.1807 | 43.3735 | 46.988 | 45.1807 | 43.3735 | 46.988 |
Ratio Avg Win / Avg Loss | 3.3391 | 5.1993 | 1.1583 | 1.274 | 1.809 | 0.7449 |
Largest Winning Trade | 658935 | 658935 | 64160 | 4896659 | 4896659 | 1227216 |
Largest Losing Trade | -34936 | -34936 | -27072 | -1573065 | -1573065 | -1210673 |
Avg Bars in Trades | 30 | 39 | 22 | 30 | 39 | 22 |
Avg Bars in Winners | 42 | 57 | 29 | 42 | 57 | 29 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 5115 | 3245 | 1870 | 5115 | 3245 | 1870 |
Profit Streak | 0 | 88.2372 | 0 | 0 | 88.2372 | 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 | 304361 | 330942 | -544790 | -340562 | 213641 | -582003 |
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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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