Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2298700.0206 | 2293799.9744 | 4900.0462 | 830165.1337 | 2695839.1503 | -1865674.0166 |
Total P&L (%) | 2298.7 | 2293.8 | 4.9 | 830.1651 | 2695.8392 | -1865.674 |
Avg Daily Profit (%) | 1.0193 | 1.0171 | 0.0022 | 0.0989 | 0.1478 | 0 |
Buy And Hold Return (%) | 353.6917 | 353.6917 | 353.6917 | 353.6917 | 353.6917 | 353.6917 |
Max Trade Drawdown | -150930 | -132859 | -134882 | -7061288 | -3682950 | -4823253 |
Profit Factor | 3.5502 | 5.9806 | 1.0111 | 1.0411 | 1.2531 | 0.8047 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 34.0426 | 29.5775 | 38.5714 | 34.0426 | 29.5775 | 38.5714 |
Ratio Avg Win / Avg Loss | 6.8785 | 14.2395 | 1.6103 | 2.0171 | 2.9836 | 1.2816 |
Largest Winning Trade | 1588888 | 1588888 | 48867 | 5269944 | 5269944 | 2455357 |
Largest Losing Trade | -34711 | -31325 | -34711 | -1584482 | -1584482 | -1300045 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 127 | 144 | 114 | 127 | 144 | 114 |
Avg Bars in Losers | 27 | 19 | 36 | 27 | 19 | 36 |
Bars Traded | 8659 | 4005 | 4654 | 8659 | 4005 | 4654 |
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 | 501184 | -75072 | -661777 | -245099 | -91018 | -678013 |
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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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