Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1564109.651 | 1602134.3135 | -38024.6625 | 285531.197 | 2535407.7625 | -2249876.5656 |
Total P&L (%) | 1564.1097 | 1602.1343 | -38.0247 | 285.5312 | 2535.4078 | -2249.8766 |
Avg Daily Profit (%) | 0.7508 | 0.769 | -0.0183 | 0.0648 | 0.1572 | 0 |
Buy And Hold Return (%) | 397.6348 | 397.6348 | 397.6348 | 397.6348 | 397.6348 | 397.6348 |
Max Trade Drawdown | -222351 | -163782 | -104564 | -10052610 | -6782954 | -4184659 |
Profit Factor | 3.0807 | 4.6803 | 0.8798 | 1.0168 | 1.2452 | 0.662 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 38.0165 | 36.6667 | 39.3443 | 38.0165 | 36.6667 | 39.3443 |
Ratio Avg Win / Avg Loss | 5.0228 | 8.0841 | 1.3564 | 1.6578 | 2.1508 | 1.0206 |
Largest Winning Trade | 1251512 | 1251512 | 42451 | 8587570 | 8587570 | 1161545 |
Largest Losing Trade | -42283 | -30727 | -42283 | -2925403 | -2384838 | -2925403 |
Avg Bars in Trades | 202 | 291 | 114 | 202 | 291 | 114 |
Avg Bars in Winners | 303 | 468 | 152 | 303 | 468 | 152 |
Avg Bars in Losers | 139 | 188 | 89 | 139 | 188 | 89 |
Bars Traded | 24445 | 17478 | 6967 | 24445 | 17478 | 6967 |
Profit Streak | 16.7005 | 0 | 32.8672 | 16.7005 | 0 | 32.8672 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452997 | -156377 | -744672 | -476894 | -166527 | -744672 |
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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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