Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822428.969 | 821578.7274 | 850.2416 | 155756.0766 | -24340.0333 | 180096.1099 |
Total P&L (%) | 822.429 | 821.5787 | 0.8502 | 155.7561 | -24.34 | 180.0961 |
Avg Daily Profit (%) | 0.372 | 0.3716 | 0.0004 | 0.0425 | -0.0126 | 0.0466 |
Buy And Hold Return (%) | 137.392 | 137.392 | 137.392 | 137.392 | 137.392 | 137.392 |
Max Trade Drawdown | -181173 | -145579 | -88447 | -2139342 | -2066103 | -346868 |
Profit Factor | 2.5934 | 3.3944 | 1.0049 | 1.0369 | 0.9925 | 1.1874 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 60.6557 | 60 | 61.2903 | 60.6557 | 60 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.6822 | 2.2629 | 0.6347 | 0.6726 | 0.6617 | 0.7499 |
Largest Winning Trade | 615570 | 615570 | 26936 | 1405357 | 1405357 | 440049 |
Largest Losing Trade | -54186 | -54186 | -51567 | -1037481 | -1037481 | -338459 |
Avg Bars in Trades | 68 | 122 | 16 | 68 | 122 | 16 |
Avg Bars in Winners | 40 | 65 | 16 | 40 | 65 | 16 |
Avg Bars in Losers | 112 | 208 | 16 | 112 | 208 | 16 |
Bars Traded | 4174 | 3667 | 507 | 4174 | 3667 | 507 |
Profit Streak | 125.7559 | 125.7559 | 590.2559 | 125.7559 | 125.7559 | 590.2559 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149490 | 616702 | -571757 | -605209 | -578962 | -212711 |
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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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