Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407710.5667 | 1407225.9052 | 484.6615 | 494993.6747 | 765105.7369 | -270112.0622 |
Total P&L (%) | 1407.7106 | 1407.2259 | 0.4847 | 494.9937 | 765.1057 | -270.1121 |
Avg Daily Profit (%) | 0.7741 | 0.7738 | 0.0003 | 0.0981 | 0.1187 | 0 |
Buy And Hold Return (%) | 657.4013 | 657.4013 | 657.4013 | 657.4013 | 657.4013 | 657.4013 |
Max Trade Drawdown | -225724 | -188189 | -57172 | -4868536 | -3754578 | -1317847 |
Profit Factor | 2.7525 | 3.4838 | 1.002 | 1.0537 | 1.1151 | 0.8953 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 51.0204 | 43.8356 | 58.1081 | 51.0204 | 43.8356 | 58.1081 |
Ratio Avg Win / Avg Loss | 2.6424 | 4.4637 | 0.7224 | 1.0115 | 1.4287 | 0.6454 |
Largest Winning Trade | 899038 | 899038 | 29974 | 2096431 | 2096431 | 628337 |
Largest Losing Trade | -57130 | -57130 | -31403 | -1537568 | -1537568 | -1220992 |
Avg Bars in Trades | 144 | 259 | 30 | 144 | 259 | 30 |
Avg Bars in Winners | 160 | 334 | 30 | 160 | 334 | 30 |
Avg Bars in Losers | 127 | 202 | 30 | 127 | 202 | 30 |
Bars Traded | 21237 | 18978 | 2259 | 21237 | 18978 | 2259 |
Profit Streak | 0 | 163.174 | 0 | 0 | 163.174 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459775 | -59734 | -641298 | -388750 | -316185 | -643907 |
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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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