Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606898.8113 | 747504.1741 | -140605.3628 | -148078.39 | -782438.6022 | 634360.2122 |
Total P&L (%) | 606.8988 | 747.5042 | -140.6054 | -148.0784 | -782.4386 | 634.3602 |
Avg Daily Profit (%) | 0.3395 | 0.4181 | -0.0787 | 0 | 0 | 0.1116 |
Buy And Hold Return (%) | 231.171 | 231.171 | 231.171 | 231.171 | 231.171 | 231.171 |
Max Trade Drawdown | -214879 | -135480 | -165892 | -1172635 | -981910 | -64198 |
Profit Factor | 1.6383 | 3.0824 | 0.7624 | 0.9105 | 0.2744 | 2.0993 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 67 | 34 | 33 | 68 | 35 | 33 |
Losing Trades | 68 | 34 | 34 | 67 | 33 | 34 |
Profitability (%) | 49.6296 | 50 | 49.2537 | 50.3704 | 51.4706 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.6628 | 3.0824 | 0.7855 | 0.8972 | 0.2587 | 2.1629 |
Largest Winning Trade | 656514 | 656514 | 60864 | 588851 | 103078 | 588851 |
Largest Losing Trade | -147793 | -39617 | -147793 | -841396 | -841396 | -300136 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 43 | 39 | 46 | 33 | 41 | 24 |
Avg Bars in Losers | 32 | 39 | 25 | 42 | 38 | 46 |
Bars Traded | 5110 | 2704 | 2406 | 5110 | 2704 | 2406 |
Profit Streak | 0 | 0 | 43.6416 | 22.6416 | 26.975 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327658 | -96292 | -696327 | -579824 | -689226 | -159913 |
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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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