Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726273.5044 | 676848.8178 | 49424.6867 | 727358.2577 | 2311828.1465 | -1584469.8888 |
Total P&L (%) | 726.2735 | 676.8488 | 49.4247 | 727.3583 | 2311.8281 | -1584.4699 |
Avg Daily Profit (%) | 0.4012 | 0.3739 | 0.0273 | 0.1168 | 0.176 | 0 |
Buy And Hold Return (%) | 222.4446 | 222.4446 | 222.4446 | 222.4446 | 222.4446 | 222.4446 |
Max Trade Drawdown | -164972 | -107244 | -101092 | -4796373 | -3273894 | -2741067 |
Profit Factor | 1.9934 | 2.6996 | 1.1485 | 1.0545 | 1.2992 | 0.718 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 52 | 50 | 53.9683 | 52 | 50 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.8401 | 2.6996 | 0.9796 | 0.9734 | 1.2992 | 0.6124 |
Largest Winning Trade | 247344 | 247344 | 60447 | 3510854 | 3510854 | 517928 |
Largest Losing Trade | -43914 | -43914 | -32611 | -1699322 | -1699322 | -1173632 |
Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Winners | 98 | 89 | 107 | 98 | 89 | 107 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 10576 | 4851 | 5725 | 10576 | 4851 | 5725 |
Profit Streak | 13.941 | 28.941 | 13.941 | 13.941 | 28.941 | 13.941 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444104 | -142039 | -526609 | -200121 | -145729 | -726346 |
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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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