Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858934.3161 | 1843286.3702 | 15647.9459 | 786000.1759 | 988008.0129 | -202007.837 |
Total P&L (%) | 1858.9343 | 1843.2864 | 15.6479 | 786.0002 | 988.008 | -202.0078 |
Avg Daily Profit (%) | 0.8192 | 0.8123 | 0.0069 | 0.0962 | 0.1052 | 0 |
Buy And Hold Return (%) | 317.378 | 317.378 | 317.378 | 317.378 | 317.378 | 317.378 |
Max Trade Drawdown | -114136 | -97621 | -96087 | -2764657 | -1806192 | -1798792 |
Profit Factor | 3.7296 | 6.1311 | 1.0486 | 1.0944 | 1.2245 | 0.9486 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 45.3125 | 35.9375 | 54.6875 | 45.3125 | 35.9375 | 54.6875 |
Ratio Avg Win / Avg Loss | 4.5012 | 10.9293 | 0.8689 | 1.3208 | 2.1828 | 0.786 |
Largest Winning Trade | 1476436 | 1476436 | 58735 | 1498663 | 1498663 | 748322 |
Largest Losing Trade | -43923 | -42404 | -43923 | -1006753 | -554465 | -1006753 |
Avg Bars in Trades | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Winners | 75 | 95 | 62 | 75 | 95 | 62 |
Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
Bars Traded | 6547 | 3631 | 2916 | 6547 | 3631 | 2916 |
Profit Streak | 15.6184 | 0 | 25.285 | 15.6184 | 0 | 25.285 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661732 | -124016 | -656124 | -185482 | -199276 | -718807 |
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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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