Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1713912.5028 | 1785415.7947 | -71503.2919 | 102141.7049 | 606277.4948 | -504135.7899 |
Total P&L (%) | 1713.9125 | 1785.4158 | -71.5033 | 102.1417 | 606.2775 | -504.1358 |
Avg Daily Profit (%) | 0.7246 | 0.7548 | -0.0302 | 0.0298 | 0.0827 | 0 |
Buy And Hold Return (%) | 428.2875 | 428.2875 | 428.2875 | 428.2875 | 428.2875 | 428.2875 |
Max Trade Drawdown | -233789 | -204946 | -115631 | -2301993 | -1882387 | -571659 |
Profit Factor | 3.4228 | 5.0866 | 0.7357 | 1.0288 | 1.2454 | 0.5305 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 40 | 40.4762 | 39.5349 | 40 | 40.4762 | 39.5349 |
Ratio Avg Win / Avg Loss | 5.1342 | 7.4803 | 1.1252 | 1.5432 | 1.8315 | 0.8114 |
Largest Winning Trade | 1617189 | 1617189 | 50782 | 2304108 | 2304108 | 102293 |
Largest Losing Trade | -39271 | -39271 | -27142 | -616613 | -616613 | -274178 |
Avg Bars in Trades | 79 | 113 | 45 | 79 | 113 | 45 |
Avg Bars in Winners | 106 | 154 | 59 | 106 | 154 | 59 |
Avg Bars in Losers | 60 | 85 | 37 | 60 | 85 | 37 |
Bars Traded | 6728 | 4756 | 1972 | 6728 | 4756 | 1972 |
Profit Streak | 81.5867 | 106.5867 | 81.5867 | 81.5867 | 106.5867 | 81.5867 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509305 | 556819 | -582572 | -509321 | -120871 | -584238 |
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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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