Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841452.0261 | 1867898.6295 | -26446.6035 | 20418.2952 | 101068.0231 | -80649.728 |
Total P&L (%) | 1841.452 | 1867.8986 | -26.4466 | 20.4183 | 101.068 | -80.6497 |
Avg Daily Profit (%) | 0.8839 | 0.8966 | -0.0127 | 0.0089 | 0.0335 | -0.0788 |
Buy And Hold Return (%) | 134.2424 | 134.2424 | 134.2424 | 134.2424 | 134.2424 | 134.2424 |
Max Trade Drawdown | -232958 | -225910 | -33973 | -3578421 | -3484763 | -188777 |
Profit Factor | 3.4724 | 3.7556 | 0.6049 | 1.0034 | 1.018 | 0.7819 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 31.7829 | 26.5625 | 36.9231 | 31.7829 | 26.5625 | 36.9231 |
Ratio Avg Win / Avg Loss | 7.453 | 10.3832 | 1.0334 | 2.1537 | 2.8146 | 1.3357 |
Largest Winning Trade | 1812649 | 1812649 | 4152 | 2443164 | 2443164 | 106847 |
Largest Losing Trade | -48080 | -48080 | -5866 | -818650 | -818650 | -98510 |
Avg Bars in Trades | 188 | 378 | 1 | 188 | 378 | 1 |
Avg Bars in Winners | 237 | 571 | 1 | 237 | 571 | 1 |
Avg Bars in Losers | 165 | 308 | 1 | 165 | 308 | 1 |
Bars Traded | 24288 | 24204 | 84 | 24288 | 24204 | 84 |
Profit Streak | 11.2448 | 0 | 249.1615 | 11.2448 | 0 | 249.1615 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495890 | -142254 | -714627 | -568455 | -675845 | -714905 |
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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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