Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320937.9185 | 1354831.4073 | -33893.4888 | 202963.0905 | 560939.9839 | -357976.8934 |
Total P&L (%) | 1320.9379 | 1354.8314 | -33.8935 | 202.9631 | 560.94 | -357.9769 |
Avg Daily Profit (%) | 0.7237 | 0.7422 | -0.0186 | 0.0607 | 0.1035 | 0 |
Buy And Hold Return (%) | 724.1935 | 724.1935 | 724.1935 | 724.1935 | 724.1935 | 724.1935 |
Max Trade Drawdown | -153530 | -155213 | -86820 | -2208235 | -2096694 | -708009 |
Profit Factor | 2.6183 | 3.475 | 0.8739 | 1.0299 | 1.1185 | 0.825 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 49.0446 | 46.1538 | 51.8987 | 49.0446 | 46.1538 | 51.8987 |
Ratio Avg Win / Avg Loss | 2.7203 | 4.0541 | 0.81 | 1.0701 | 1.3049 | 0.7646 |
Largest Winning Trade | 716844 | 716844 | 54171 | 2147050 | 2147050 | 564278 |
Largest Losing Trade | -39584 | -39584 | -23618 | -911122 | -911122 | -214339 |
Avg Bars in Trades | 32 | 52 | 12 | 32 | 52 | 12 |
Avg Bars in Winners | 37 | 65 | 13 | 37 | 65 | 13 |
Avg Bars in Losers | 27 | 41 | 11 | 27 | 41 | 11 |
Bars Traded | 5102 | 4100 | 1002 | 5102 | 4100 | 1002 |
Profit Streak | 0 | 91.8318 | 0 | 0 | 91.8318 | 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 | 356256 | -23425 | -607212 | -464741 | -345361 | -607212 |
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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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