Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3719308.3988 | 3765449.0549 | -46140.6561 | 40067.5217 | 96489.5406 | -56422.0188 |
Total P&L (%) | 3719.3084 | 3765.4491 | -46.1407 | 40.0675 | 96.4895 | -56.422 |
Avg Daily Profit (%) | 1.6727 | 1.6935 | -0.0208 | 0.0152 | 0.0304 | -0.0373 |
Buy And Hold Return (%) | 322.2902 | 322.2902 | 322.2902 | 322.2902 | 322.2902 | 322.2902 |
Max Trade Drawdown | -202977 | -125012 | -198518 | -436906 | -328112 | -130395 |
Profit Factor | 5.8385 | 10.707 | 0.8788 | 1.0511 | 1.1961 | 0.8066 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 48.3607 | 49.1803 | 47.541 | 48.3607 | 49.1803 | 47.541 |
Ratio Avg Win / Avg Loss | 6.2344 | 11.0639 | 0.9697 | 1.1224 | 1.236 | 0.89 |
Largest Winning Trade | 3885886 | 3885886 | 42333 | 430632 | 430632 | 31543 |
Largest Losing Trade | -52318 | -49689 | -52318 | -235157 | -235157 | -81615 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 47 | 35 | 59 | 47 | 35 | 59 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4272 | 1771 | 2501 | 4272 | 1771 | 2501 |
Profit Streak | 19.1918 | 19.1918 | 23.6918 | 19.1918 | 19.1918 | 23.6918 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 831053 | -138692 | -742869 | -501912 | -484004 | -742869 |
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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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