Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970767.7934 | 837963.4402 | 132804.3532 | 6856402.0549 | 8998100.8976 | -2141698.8427 |
Total P&L (%) | 970.7678 | 837.9634 | 132.8044 | 6856.4021 | 8998.1009 | -2141.6988 |
Avg Daily Profit (%) | 0.5344 | 0.4613 | 0.0731 | 0.2338 | 0.2486 | 0 |
Buy And Hold Return (%) | 400.7022 | 400.7022 | 400.7022 | 400.7022 | 400.7022 | 400.7022 |
Max Trade Drawdown | -130471 | -96531 | -104753 | -8553551 | -8050924 | -6903332 |
Profit Factor | 2.1508 | 3.2395 | 1.2829 | 1.1627 | 1.4815 | 0.9086 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 57.971 | 55.0725 | 60.8696 | 57.971 | 55.0725 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.5593 | 2.6427 | 0.8247 | 0.843 | 1.2086 | 0.5841 |
Largest Winning Trade | 227255 | 227255 | 59839 | 3711539 | 3711539 | 2175049 |
Largest Losing Trade | -55447 | -54906 | -55447 | -5240989 | -5240989 | -3473097 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 3589 | 1789 | 1800 | 3589 | 1789 | 1800 |
Profit Streak | 0 | 88.5796 | 0 | 0 | 88.5796 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453331 | -89602 | -362784 | -33183 | -90138 | -680771 |
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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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