Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338996.0343 | 1296488.5935 | 42507.4408 | 732185.5225 | 827271.2551 | -95085.7327 |
Total P&L (%) | 1338.996 | 1296.4886 | 42.5074 | 732.1855 | 827.2713 | -95.0857 |
Avg Daily Profit (%) | 0.5895 | 0.5708 | 0.0187 | 0.0933 | 0.0981 | -0.1326 |
Buy And Hold Return (%) | 133.2584 | 133.2584 | 133.2584 | 133.2584 | 133.2584 | 133.2584 |
Max Trade Drawdown | -203043 | -78629 | -185163 | -1050543 | -690145 | -814866 |
Profit Factor | 2.5159 | 4.0055 | 1.0941 | 1.1568 | 1.3567 | 0.9596 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 45.4545 | 36.3636 | 54.5455 | 45.4545 | 36.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.0191 | 7.0095 | 0.9117 | 1.3881 | 2.3742 | 0.7996 |
Largest Winning Trade | 997900 | 997900 | 57815 | 681487 | 681487 | 304122 |
Largest Losing Trade | -74591 | -31889 | -74591 | -506550 | -262469 | -506550 |
Avg Bars in Trades | 98 | 66 | 130 | 98 | 66 | 130 |
Avg Bars in Winners | 148 | 99 | 181 | 148 | 99 | 181 |
Avg Bars in Losers | 56 | 47 | 69 | 56 | 47 | 69 |
Bars Traded | 12997 | 4379 | 8618 | 12997 | 4379 | 8618 |
Profit Streak | 18.8798 | 0 | 57.5464 | 18.8798 | 0 | 57.5464 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550974 | -111488 | -574557 | -117913 | -190348 | -702970 |
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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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