Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1777230.0515 | 1950858.7977 | -173628.7462 | -83000.9383 | 144681.0522 | -227681.9904 |
Total P&L (%) | 1777.2301 | 1950.8588 | -173.6287 | -83.0009 | 144.6811 | -227.682 |
Avg Daily Profit (%) | 0.8531 | 0.9364 | -0.0833 | -0.085 | 0.043 | 0 |
Buy And Hold Return (%) | 428.0899 | 428.0899 | 428.0899 | 428.0899 | 428.0899 | 428.0899 |
Max Trade Drawdown | -236227 | -194848 | -187447 | -906147 | -724848 | -230331 |
Profit Factor | 2.4602 | 3.3923 | 0.5677 | 0.9561 | 1.1047 | 0.5535 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 36.5854 | 31.3725 | 41.7476 | 36.5854 | 31.3725 | 41.7476 |
Ratio Avg Win / Avg Loss | 4.2643 | 7.4207 | 0.7922 | 1.6573 | 2.4166 | 0.7723 |
Largest Winning Trade | 1802514 | 1802514 | 25559 | 871934 | 871934 | 48805 |
Largest Losing Trade | -58905 | -58905 | -50764 | -156544 | -156544 | -125528 |
Avg Bars in Trades | 119 | 193 | 46 | 119 | 193 | 46 |
Avg Bars in Winners | 175 | 335 | 56 | 175 | 335 | 56 |
Avg Bars in Losers | 87 | 128 | 39 | 87 | 128 | 39 |
Bars Traded | 24549 | 19755 | 4794 | 24549 | 19755 | 4794 |
Profit Streak | 20.5307 | 20.5307 | 49.9474 | 20.5307 | 20.5307 | 49.9474 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472967 | 398584 | -583276 | -580675 | -412481 | -583276 |
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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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