Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569149.0781 | 1614225.4395 | -45076.3614 | 35926.4141 | 396007.6345 | -360081.2204 |
Total P&L (%) | 1569.1491 | 1614.2254 | -45.0764 | 35.9264 | 396.0076 | -360.0812 |
Avg Daily Profit (%) | 0.8501 | 0.8745 | -0.0244 | 0.0166 | 0.0868 | 0 |
Buy And Hold Return (%) | 211.6714 | 211.6714 | 211.6714 | 211.6714 | 211.6714 | 211.6714 |
Max Trade Drawdown | -119091 | -148881 | -71207 | -895283 | -541930 | -440219 |
Profit Factor | 2.8574 | 4.024 | 0.8551 | 1.0135 | 1.2347 | 0.6308 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 41.3223 | 38.3333 | 44.2623 | 41.3223 | 38.3333 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.0576 | 6.4733 | 1.0767 | 1.4392 | 1.9862 | 0.7944 |
Largest Winning Trade | 1461849 | 1461849 | 34418 | 913777 | 913777 | 101452 |
Largest Losing Trade | -58429 | -58429 | -30431 | -379478 | -379478 | -250933 |
Avg Bars in Trades | 179 | 294 | 65 | 179 | 294 | 65 |
Avg Bars in Winners | 277 | 521 | 69 | 277 | 521 | 69 |
Avg Bars in Losers | 110 | 153 | 63 | 110 | 153 | 63 |
Bars Traded | 21716 | 17694 | 4021 | 21716 | 17694 | 4021 |
Profit Streak | 21.0196 | 0 | 22.9362 | 21.0196 | 0 | 22.9362 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581855 | -153685 | -742476 | -544599 | -258033 | -744142 |
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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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