Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2198971.5632 | 2149910.7242 | 49060.839 | 1562344.4121 | 1581539.3381 | -19194.9259 |
Total P&L (%) | 2198.9716 | 2149.9107 | 49.0608 | 1562.3444 | 1581.5393 | -19.1949 |
Avg Daily Profit (%) | 0.9721 | 0.9504 | 0.0217 | 0.1243 | 0.1248 | -0.0094 |
Buy And Hold Return (%) | 206.6667 | 206.6667 | 206.6667 | 206.6667 | 206.6667 | 206.6667 |
Max Trade Drawdown | -154857 | -157419 | -36055 | -8873889 | -8959066 | -2448051 |
Profit Factor | 3.9066 | 4.607 | 1.3057 | 1.0541 | 1.0717 | 0.9972 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 45.4545 | 36.6197 | 54.1667 | 45.4545 | 36.6197 | 54.1667 |
Ratio Avg Win / Avg Loss | 4.6879 | 7.9736 | 1.1048 | 1.2649 | 1.8549 | 0.8438 |
Largest Winning Trade | 1625856 | 1625856 | 33507 | 7110444 | 7110444 | 1829408 |
Largest Losing Trade | -41144 | -41144 | -28852 | -2307558 | -2307558 | -1367426 |
Avg Bars in Trades | 61 | 116 | 6 | 61 | 116 | 6 |
Avg Bars in Winners | 75 | 178 | 6 | 75 | 178 | 6 |
Avg Bars in Losers | 49 | 80 | 7 | 49 | 80 | 7 |
Bars Traded | 8772 | 8279 | 493 | 8772 | 8279 | 493 |
Profit Streak | 5.0025 | 0 | 39.0025 | 5.0025 | 0 | 39.0025 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 706925 | -71358 | -406921 | -188296 | -258594 | -658152 |
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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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