Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164085.5381 | 1205055.9131 | -40970.375 | 695118.5444 | 2300463.6376 | -1605345.0932 |
Total P&L (%) | 1164.0855 | 1205.0559 | -40.9704 | 695.1185 | 2300.4636 | -1605.3451 |
Avg Daily Profit (%) | 0.641 | 0.6635 | -0.0226 | 0.1142 | 0.1752 | 0 |
Buy And Hold Return (%) | 549.6007 | 549.6007 | 549.6007 | 549.6007 | 549.6007 | 549.6007 |
Max Trade Drawdown | -129505 | -94113 | -115016 | -3627772 | -2481548 | -1764905 |
Profit Factor | 2.3192 | 3.9921 | 0.9146 | 1.0616 | 1.4121 | 0.7184 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 46.2025 | 41.7722 | 50.6329 | 46.2025 | 41.7722 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.7005 | 5.5648 | 0.8917 | 1.2361 | 1.9683 | 0.7005 |
Largest Winning Trade | 823744 | 823744 | 76092 | 2080906 | 2080906 | 909260 |
Largest Losing Trade | -43163 | -26370 | -43163 | -563244 | -447062 | -563244 |
Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 10653 | 5120 | 5533 | 10653 | 5120 | 5533 |
Profit Streak | 0 | 0 | 4.8938 | 0 | 0 | 4.8938 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340996 | -16707 | -607036 | -276908 | -22509 | -607036 |
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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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