Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066905.585 | 907814.4122 | 159091.1728 | 2703057.2247 | -10435.9122 | 2713493.1369 |
Total P&L (%) | 1066.9056 | 907.8144 | 159.0912 | 2703.0572 | -10.4359 | 2713.4931 |
Avg Daily Profit (%) | 0.5494 | 0.4675 | 0.0819 | 0.1718 | -0.0057 | 0.172 |
Buy And Hold Return (%) | 17.4893 | 17.4893 | 17.4893 | 17.4893 | 17.4893 | 17.4893 |
Max Trade Drawdown | -103714 | -77810 | -105778 | -2913761 | -1597817 | -2284938 |
Profit Factor | 2.6062 | 3.8039 | 1.4672 | 1.2238 | 0.9983 | 1.4546 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 51.6949 | 49.1525 | 54.2373 | 51.6949 | 49.1525 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.4353 | 3.9351 | 1.238 | 1.1436 | 1.0327 | 1.2273 |
Largest Winning Trade | 679368 | 679368 | 47815 | 1501108 | 1361139 | 1501108 |
Largest Losing Trade | -69336 | -31668 | -69336 | -1286006 | -697532 | -1286006 |
Avg Bars in Trades | 193 | 173 | 213 | 193 | 173 | 213 |
Avg Bars in Winners | 251 | 237 | 264 | 251 | 237 | 264 |
Avg Bars in Losers | 131 | 111 | 153 | 131 | 111 | 153 |
Bars Traded | 22844 | 10247 | 12597 | 22844 | 10247 | 12597 |
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 | 594969 | -159768 | -258603 | 286128 | -756121 | -167304 |
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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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