Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371559.896 | 1344273.1652 | 27286.7307 | 983900.0156 | 1099750.6187 | -115850.6031 |
Total P&L (%) | 1371.5599 | 1344.2732 | 27.2867 | 983.9 | 1099.7506 | -115.8506 |
Avg Daily Profit (%) | 0.6077 | 0.5956 | 0.0121 | 0.1056 | 0.1101 | 0 |
Buy And Hold Return (%) | 235.0254 | 235.0254 | 235.0254 | 235.0254 | 235.0254 | 235.0254 |
Max Trade Drawdown | -162648 | -80745 | -195451 | -1300389 | -1339110 | -928649 |
Profit Factor | 2.6727 | 4.5041 | 1.0625 | 1.145 | 1.3196 | 0.9653 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 49.6732 | 44.1558 | 55.2632 | 49.6732 | 44.1558 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.7079 | 5.6964 | 0.8602 | 1.1601 | 1.6689 | 0.7815 |
Largest Winning Trade | 1063179 | 1063179 | 51579 | 1119075 | 1119075 | 604497 |
Largest Losing Trade | -49748 | -38929 | -49748 | -529312 | -437183 | -529312 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Losers | 25 | 21 | 31 | 25 | 21 | 31 |
Bars Traded | 6515 | 2780 | 3735 | 6515 | 2780 | 3735 |
Profit Streak | 0 | 0 | 137.6418 | 0 | 0 | 137.6418 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594696 | -26234 | -543012 | -113895 | -90058 | -627924 |
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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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