Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116695.8135 | 1191094.0975 | -74398.284 | 160854.871 | 2448770.0457 | -2287915.1747 |
Total P&L (%) | 1116.6958 | 1191.0941 | -74.3983 | 160.8549 | 2448.77 | -2287.9152 |
Avg Daily Profit (%) | 0.6092 | 0.6498 | -0.0406 | 0.0523 | 0.1768 | 0 |
Buy And Hold Return (%) | 616.8918 | 616.8918 | 616.8918 | 616.8918 | 616.8918 | 616.8918 |
Max Trade Drawdown | -154362 | -95968 | -117882 | -2163638 | -888061 | -2486919 |
Profit Factor | 1.9658 | 3.1219 | 0.8749 | 1.0172 | 1.5895 | 0.5605 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 47.4638 | 43.4783 | 51.4493 | 47.4638 | 43.4783 | 51.4493 |
Ratio Avg Win / Avg Loss | 2.1759 | 4.0585 | 0.8256 | 1.1259 | 2.0663 | 0.5289 |
Largest Winning Trade | 758859 | 758859 | 71707 | 1700230 | 1700230 | 317234 |
Largest Losing Trade | -43946 | -27070 | -43946 | -1054670 | -297428 | -1054670 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7176 | 3401 | 3775 | 7176 | 3401 | 3775 |
Profit Streak | 19.402 | 31.652 | 0 | 19.402 | 31.652 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302707 | 342257 | -580500 | -489153 | 272301 | -580500 |
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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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