Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1935652.0636 | 1901699.0133 | 33953.0503 | 800843.2882 | 1273487.087 | -472643.7987 |
Total P&L (%) | 1935.6521 | 1901.699 | 33.9531 | 800.8433 | 1273.4871 | -472.6438 |
Avg Daily Profit (%) | 1.0412 | 1.023 | 0.0183 | 0.1183 | 0.141 | 0 |
Buy And Hold Return (%) | 119.7943 | 119.7943 | 119.7943 | 119.7943 | 119.7943 | 119.7943 |
Max Trade Drawdown | -145096 | -115508 | -90711 | -1810342 | -1043278 | -992877 |
Profit Factor | 3.822 | 6.6268 | 1.0976 | 1.1464 | 1.4627 | 0.8261 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 37.0079 | 28.125 | 46.0317 | 37.0079 | 28.125 | 46.0317 |
Ratio Avg Win / Avg Loss | 6.5055 | 16.9351 | 1.2868 | 1.9514 | 3.7381 | 0.9685 |
Largest Winning Trade | 1751649 | 1751649 | 75483 | 1418086 | 1418086 | 471830 |
Largest Losing Trade | -48793 | -28093 | -48793 | -388036 | -363899 | -388036 |
Avg Bars in Trades | 85 | 88 | 83 | 85 | 88 | 83 |
Avg Bars in Winners | 163 | 214 | 131 | 163 | 214 | 131 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 10920 | 5672 | 5248 | 10920 | 5672 | 5248 |
Profit Streak | 2.809 | 14.6423 | 2.809 | 2.809 | 14.6423 | 2.809 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544579 | -132538 | -596972 | -98374 | -156583 | -730329 |
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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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