Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184845.8869 | 1240713.5841 | -55867.6972 | 68833.1332 | 843244.2814 | -774411.1482 |
Total P&L (%) | 1184.8459 | 1240.7136 | -55.8677 | 68.8331 | 843.2443 | -774.4111 |
Avg Daily Profit (%) | 0.6527 | 0.6835 | -0.0308 | 0.0289 | 0.1237 | 0 |
Buy And Hold Return (%) | 546.9027 | 546.9027 | 546.9027 | 546.9027 | 546.9027 | 546.9027 |
Max Trade Drawdown | -223460 | -191005 | -73645 | -2471092 | -1807854 | -807663 |
Profit Factor | 2.6497 | 3.2399 | 0.66 | 1.0162 | 1.268 | 0.2966 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 42.446 | 40.5797 | 44.2857 | 42.446 | 40.5797 | 44.2857 |
Ratio Avg Win / Avg Loss | 3.5928 | 4.7441 | 0.8303 | 1.3779 | 1.8567 | 0.3731 |
Largest Winning Trade | 686629 | 686629 | 11836 | 2240764 | 2240764 | 50514 |
Largest Losing Trade | -51278 | -51278 | -13337 | -614203 | -614203 | -297963 |
Avg Bars in Trades | 145 | 277 | 15 | 145 | 277 | 15 |
Avg Bars in Winners | 213 | 427 | 21 | 213 | 427 | 21 |
Avg Bars in Losers | 95 | 174 | 11 | 95 | 174 | 11 |
Bars Traded | 20249 | 19139 | 1110 | 20249 | 19139 | 1110 |
Profit Streak | 87.197 | 0 | 99.697 | 87.197 | 0 | 99.697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330139 | -92356 | -676620 | -524823 | -142023 | -676620 |
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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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