Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592703.9865 | 1566165.4239 | 26538.5627 | 1309625.5419 | -1025564.0776 | 2335189.6195 |
Total P&L (%) | 1592.704 | 1566.1654 | 26.5386 | 1309.6255 | -1025.5641 | 2335.1896 |
Avg Daily Profit (%) | 0.8862 | 0.8714 | 0.0148 | 0.1473 | 0 | 0.1778 |
Buy And Hold Return (%) | 283.4704 | 283.4704 | 283.4704 | 283.4704 | 283.4704 | 283.4704 |
Max Trade Drawdown | -75188 | -134727 | -121422 | -1739321 | -3340743 | -917901 |
Profit Factor | 3.0923 | 5.1218 | 1.0696 | 1.1256 | 0.8383 | 1.5715 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 34.1463 | 26.2295 | 41.9355 | 34.1463 | 26.2295 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.9638 | 14.4049 | 1.481 | 2.1708 | 2.3576 | 2.1759 |
Largest Winning Trade | 1290284 | 1290284 | 62230 | 1153490 | 1153490 | 876652 |
Largest Losing Trade | -42666 | -30893 | -42666 | -605329 | -600323 | -605329 |
Avg Bars in Trades | 173 | 148 | 197 | 173 | 148 | 197 |
Avg Bars in Winners | 346 | 349 | 344 | 346 | 349 | 344 |
Avg Bars in Losers | 83 | 76 | 91 | 83 | 76 | 91 |
Bars Traded | 21300 | 9053 | 12247 | 21300 | 9053 | 12247 |
Profit Streak | 15.8956 | 0 | 30.0623 | 15.8956 | 0 | 30.0623 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466838 | -166225 | -639904 | -84143 | -764354 | -146352 |
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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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