Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2686339.6903 | 2625319.878 | 61019.8123 | 2252867.3385 | 3402547.8926 | -1149680.5541 |
Total P&L (%) | 2686.3397 | 2625.3199 | 61.0198 | 2252.8673 | 3402.5479 | -1149.6806 |
Avg Daily Profit (%) | 1.4548 | 1.4218 | 0.033 | 0.1712 | 0.1928 | 0 |
Buy And Hold Return (%) | 145.3448 | 145.3448 | 145.3448 | 145.3448 | 145.3448 | 145.3448 |
Max Trade Drawdown | -151736 | -68696 | -71057 | -3302453 | -1814572 | -2132756 |
Profit Factor | 5.8172 | 10.498 | 1.217 | 1.1908 | 1.5952 | 0.8112 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 34.4 | 28.5714 | 40.3226 | 34.4 | 28.5714 | 40.3226 |
Ratio Avg Win / Avg Loss | 11.0933 | 26.2451 | 1.8011 | 2.2709 | 3.988 | 1.2006 |
Largest Winning Trade | 2447490 | 2447490 | 76183 | 3527136 | 3527136 | 1508018 |
Largest Losing Trade | -27346 | -24617 | -27346 | -665227 | -545121 | -665227 |
Avg Bars in Trades | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Winners | 139 | 166 | 119 | 139 | 166 | 119 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 7113 | 3531 | 3582 | 7113 | 3531 | 3582 |
Profit Streak | 0 | 0 | 45.4299 | 0 | 0 | 45.4299 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590164 | -138798 | -471500 | -7466 | -150057 | -736776 |
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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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