Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575800.2783 | 1601585.5646 | -25785.2863 | 387200.2463 | 655786.7314 | -268586.4851 |
Total P&L (%) | 1575.8003 | 1601.5856 | -25.7853 | 387.2002 | 655.7867 | -268.5865 |
Avg Daily Profit (%) | 0.8442 | 0.858 | -0.0138 | 0.0849 | 0.1084 | 0 |
Buy And Hold Return (%) | 406.6334 | 406.6334 | 406.6334 | 406.6334 | 406.6334 | 406.6334 |
Max Trade Drawdown | -157646 | -182461 | -68413 | -4459817 | -4366105 | -991547 |
Profit Factor | 3.0217 | 3.9021 | 0.8867 | 1.0352 | 1.0827 | 0.9129 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Profitability (%) | 41.1765 | 32.9412 | 49.4118 | 41.1765 | 32.9412 | 49.4118 |
Ratio Avg Win / Avg Loss | 4.3167 | 7.9435 | 0.9078 | 1.4788 | 2.2042 | 0.9346 |
Largest Winning Trade | 1030556 | 1030556 | 32944 | 4102943 | 4102943 | 485533 |
Largest Losing Trade | -54951 | -54951 | -17459 | -814194 | -703439 | -814194 |
Avg Bars in Trades | 126 | 215 | 36 | 126 | 215 | 36 |
Avg Bars in Winners | 168 | 345 | 50 | 168 | 345 | 50 |
Avg Bars in Losers | 96 | 152 | 23 | 96 | 152 | 23 |
Bars Traded | 21482 | 18354 | 3127 | 21482 | 18354 | 3127 |
Profit Streak | 4.2857 | 4.2857 | 54.1191 | 4.2857 | 4.2857 | 54.1191 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526013 | 396536 | -580770 | -429296 | -192617 | -580770 |
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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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