Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4321403.5328 | 4296795.8808 | 24607.652 | 494325.8284 | 1031578.018 | -537252.1896 |
Total P&L (%) | 4321.4035 | 4296.7959 | 24.6077 | 494.3258 | 1031.578 | -537.2522 |
Avg Daily Profit (%) | 2.0751 | 2.0633 | 0.0118 | 0.0856 | 0.1166 | 0 |
Buy And Hold Return (%) | 459.0378 | 459.0378 | 459.0378 | 459.0378 | 459.0378 | 459.0378 |
Max Trade Drawdown | -149959 | -134691 | -78286 | -2584124 | -1824530 | -1197494 |
Profit Factor | 5.4649 | 7.8 | 1.0732 | 1.0551 | 1.1834 | 0.8395 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 43.662 | 36.7925 | 50.4673 | 43.662 | 36.7925 | 50.4673 |
Ratio Avg Win / Avg Loss | 7.0515 | 13.4 | 1.0534 | 1.3614 | 2.033 | 0.8239 |
Largest Winning Trade | 4289073 | 4289073 | 25075 | 2787685 | 2787685 | 356898 |
Largest Losing Trade | -44843 | -44843 | -40535 | -1157181 | -1157181 | -900113 |
Avg Bars in Trades | 111 | 190 | 33 | 111 | 190 | 33 |
Avg Bars in Winners | 176 | 364 | 40 | 176 | 364 | 40 |
Avg Bars in Losers | 61 | 89 | 26 | 61 | 89 | 26 |
Bars Traded | 23803 | 20220 | 3582 | 23803 | 20220 | 3582 |
Profit Streak | 0 | 104.0594 | 0 | 0 | 104.0594 | 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 | 758119 | 660265 | -482997 | -381786 | -64365 | -580986 |
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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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