Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373983.0854 | 1375422.5557 | -1439.4703 | 815308.1052 | 1491290.5507 | -675982.4455 |
Total P&L (%) | 1373.9831 | 1375.4226 | -1.4395 | 815.3081 | 1491.2906 | -675.9824 |
Avg Daily Profit (%) | 0.6086 | 0.6092 | -0.0006 | 0.0981 | 0.1226 | 0 |
Buy And Hold Return (%) | 484.9618 | 484.9618 | 484.9618 | 484.9618 | 484.9618 | 484.9618 |
Max Trade Drawdown | -197601 | -148470 | -66758 | -4920289 | -3801738 | -1723341 |
Profit Factor | 3.8606 | 5.2305 | 0.9907 | 1.0827 | 1.22 | 0.7807 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50.6494 | 50 | 51.2821 | 50.6494 | 50 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.7616 | 5.2305 | 0.9412 | 1.0549 | 1.22 | 0.7416 |
Largest Winning Trade | 990228 | 990228 | 19762 | 4526080 | 4526080 | 670883 |
Largest Losing Trade | -53541 | -53541 | -25136 | -1740237 | -1740237 | -769567 |
Avg Bars in Trades | 81 | 147 | 16 | 81 | 147 | 16 |
Avg Bars in Winners | 100 | 188 | 16 | 100 | 188 | 16 |
Avg Bars in Losers | 61 | 106 | 16 | 61 | 106 | 16 |
Bars Traded | 6237 | 5608 | 629 | 6237 | 5608 | 629 |
Profit Streak | 79.2724 | 89.6057 | 79.2724 | 79.2724 | 89.6057 | 79.2724 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30000 | 605311 | -579755 | -245371 | -31745 | -579755 |
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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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