Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707728.011 | 640443.1825 | 67284.8284 | 1455434.0054 | 4485445.1309 | -3030011.1255 |
Total P&L (%) | 707.728 | 640.4432 | 67.2848 | 1455.434 | 4485.4451 | -3030.0111 |
Avg Daily Profit (%) | 0.3914 | 0.3542 | 0.0372 | 0.1519 | 0.2118 | 0 |
Buy And Hold Return (%) | 133.5866 | 133.5866 | 133.5866 | 133.5866 | 133.5866 | 133.5866 |
Max Trade Drawdown | -148078 | -102717 | -79223 | -7519179 | -4597461 | -4321745 |
Profit Factor | 2.2072 | 3.3128 | 1.2175 | 1.098 | 1.6876 | 0.6363 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50.4 | 48.3871 | 52.381 | 50.4 | 48.3871 | 52.381 |
Ratio Avg Win / Avg Loss | 2.1721 | 3.5336 | 1.1068 | 1.0805 | 1.8001 | 0.5785 |
Largest Winning Trade | 239826 | 239826 | 66028 | 3795940 | 3795940 | 1128884 |
Largest Losing Trade | -39999 | -39999 | -27997 | -2152110 | -967461 | -2152110 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 5198 | 2377 | 2821 | 5198 | 2377 | 2821 |
Profit Streak | 0 | 36.7201 | 0 | 0 | 36.7201 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472416 | -140090 | -455756 | -104746 | -142927 | -727149 |
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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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