Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970254.044 | 791421.4784 | 178832.5656 | 6892940.0461 | -486690.67 | 7379630.716 |
Total P&L (%) | 970.254 | 791.4215 | 178.8326 | 6892.94 | -486.6907 | 7379.6307 |
Avg Daily Profit (%) | 0.4657 | 0.3799 | 0.0858 | 0.2041 | 0 | 0.2073 |
Buy And Hold Return (%) | 62.3145 | 62.3145 | 62.3145 | 62.3145 | 62.3145 | 62.3145 |
Max Trade Drawdown | -148586 | -98735 | -90265 | -11083006 | -7169683 | -4345642 |
Profit Factor | 2.5025 | 3.2844 | 1.5974 | 1.1807 | 0.9775 | 1.4465 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 40.458 | 33.8462 | 46.9697 | 40.458 | 33.8462 | 46.9697 |
Ratio Avg Win / Avg Loss | 3.6829 | 6.4195 | 1.8035 | 1.7376 | 1.9106 | 1.6331 |
Largest Winning Trade | 327715 | 327715 | 57435 | 5671617 | 5671617 | 4980288 |
Largest Losing Trade | -25586 | -25586 | -25153 | -2809769 | -1890947 | -2809769 |
Avg Bars in Trades | 187 | 162 | 212 | 187 | 162 | 212 |
Avg Bars in Winners | 312 | 291 | 327 | 312 | 291 | 327 |
Avg Bars in Losers | 103 | 97 | 110 | 103 | 97 | 110 |
Bars Traded | 24618 | 10586 | 14032 | 24618 | 10586 | 14032 |
Profit Streak | 12.6812 | 0 | 26.2646 | 12.6812 | 0 | 26.2646 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443818 | -122386 | -203662 | -15358 | -716240 | -114904 |
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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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