Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650028.0775 | 613584.9126 | 36443.1649 | 620189.3099 | 813240.6855 | -193051.3756 |
Total P&L (%) | 650.0281 | 613.5849 | 36.4432 | 620.1893 | 813.2407 | -193.0514 |
Avg Daily Profit (%) | 0.2989 | 0.2821 | 0.0168 | 0.0908 | 0.1017 | 0 |
Buy And Hold Return (%) | 207.5742 | 207.5742 | 207.5742 | 207.5742 | 207.5742 | 207.5742 |
Max Trade Drawdown | -222407 | -177310 | -51764 | -2913842 | -2529871 | -647354 |
Profit Factor | 1.8902 | 2.0696 | 1.2327 | 1.0703 | 1.1156 | 0.8917 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 47.2441 | 46.0317 | 48.4375 | 47.2441 | 46.0317 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.1107 | 2.4264 | 1.3123 | 1.1952 | 1.308 | 0.9493 |
Largest Winning Trade | 155882 | 155882 | 26402 | 1099527 | 1099527 | 540958 |
Largest Losing Trade | -63512 | -63512 | -24048 | -1365960 | -1365960 | -544374 |
Avg Bars in Trades | 33 | 62 | 4 | 33 | 62 | 4 |
Avg Bars in Winners | 37 | 73 | 4 | 37 | 73 | 4 |
Avg Bars in Losers | 28 | 53 | 3 | 28 | 53 | 3 |
Bars Traded | 4210 | 3939 | 271 | 4210 | 3939 | 271 |
Profit Streak | 0 | 91.5293 | 0 | 0 | 91.5293 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314703 | -138140 | -476081 | -218316 | -300045 | -720288 |
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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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