Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364227.3817 | 1371565.8573 | -7338.4756 | 595838.2724 | 626673.1928 | -30834.9204 |
Total P&L (%) | 1364.2274 | 1371.5659 | -7.3385 | 595.8383 | 626.6732 | -30.8349 |
Avg Daily Profit (%) | 0.5742 | 0.5773 | -0.0031 | 0.0817 | 0.0835 | -0.0155 |
Buy And Hold Return (%) | 420.9302 | 420.9302 | 420.9302 | 420.9302 | 420.9302 | 420.9302 |
Max Trade Drawdown | -95827 | -113765 | -132453 | -1256910 | -1042475 | -583987 |
Profit Factor | 2.897 | 4.8858 | 0.98 | 1.1074 | 1.2122 | 0.9881 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 37.6812 | 31.8841 | 43.4783 | 37.6812 | 31.8841 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.7912 | 10.4377 | 1.2739 | 1.8315 | 2.5897 | 1.2845 |
Largest Winning Trade | 1176467 | 1176467 | 51925 | 1217856 | 1217856 | 667414 |
Largest Losing Trade | -26101 | -26101 | -24270 | -344244 | -252615 | -344244 |
Avg Bars in Trades | 66 | 54 | 77 | 66 | 54 | 77 |
Avg Bars in Winners | 117 | 115 | 118 | 117 | 115 | 118 |
Avg Bars in Losers | 35 | 25 | 45 | 35 | 25 | 45 |
Bars Traded | 9109 | 3770 | 5339 | 9109 | 3770 | 5339 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340036 | -92910 | -683605 | -225674 | -203092 | -683605 |
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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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