Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2326835.5022 | 2389252.4768 | -62416.9746 | -17773.5106 | 892559.6633 | -910333.1739 |
Total P&L (%) | 2326.8355 | 2389.2525 | -62.417 | -17.7735 | 892.5597 | -910.3332 |
Avg Daily Profit (%) | 1.0525 | 1.0807 | -0.0282 | -0.0089 | 0.1039 | 0 |
Buy And Hold Return (%) | 155.2083 | 155.2083 | 155.2083 | 155.2083 | 155.2083 | 155.2083 |
Max Trade Drawdown | -222307 | -110276 | -203095 | -1470150 | -676440 | -995838 |
Profit Factor | 3.3826 | 6.5137 | 0.8851 | 0.9932 | 1.8078 | 0.3905 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Profitability (%) | 47.9638 | 50 | 45.9459 | 47.9638 | 50 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.6698 | 6.5137 | 1.0413 | 1.0775 | 1.8078 | 0.4594 |
Largest Winning Trade | 2355610 | 2355610 | 49640 | 1467083 | 1467083 | 117331 |
Largest Losing Trade | -70455 | -43538 | -70455 | -520717 | -377818 | -520717 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 8482 | 3916 | 4566 | 8482 | 3916 | 4566 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727863 | 780352 | -580946 | -578746 | -51561 | -582613 |
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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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