Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790252.3636 | 1864278.5883 | -74026.2248 | 65626.9246 | 304106.4631 | -238479.5385 |
Total P&L (%) | 1790.2524 | 1864.2786 | -74.0262 | 65.6269 | 304.1065 | -238.4795 |
Avg Daily Profit (%) | 0.8056 | 0.8389 | -0.0333 | 0.0227 | 0.0629 | 0 |
Buy And Hold Return (%) | 563.2406 | 563.2406 | 563.2406 | 563.2406 | 563.2406 | 563.2406 |
Max Trade Drawdown | -118950 | -91399 | -105705 | -752311 | -422062 | -554028 |
Profit Factor | 3.1281 | 5.9867 | 0.8416 | 1.0255 | 1.2587 | 0.83 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 41.2587 | 36.6197 | 45.8333 | 41.2587 | 36.6197 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.4535 | 10.3616 | 0.9946 | 1.46 | 2.1786 | 0.9809 |
Largest Winning Trade | 1770960 | 1770960 | 44788 | 655015 | 655015 | 240094 |
Largest Losing Trade | -44952 | -44952 | -44642 | -273514 | -150225 | -273514 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 134 | 139 | 129 | 134 | 139 | 129 |
Avg Bars in Losers | 61 | 63 | 58 | 61 | 63 | 58 |
Bars Traded | 13069 | 6495 | 6574 | 13069 | 6495 | 6574 |
Profit Streak | 8.721 | 10.221 | 8.721 | 8.721 | 10.221 | 8.721 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514600 | -72620 | -661186 | -522732 | -365331 | -661186 |
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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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