Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281068.4075 | 1319784.7361 | -38716.3286 | 132676.3158 | 637926.629 | -505250.3132 |
Total P&L (%) | 1281.0684 | 1319.7847 | -38.7163 | 132.6763 | 637.9266 | -505.2503 |
Avg Daily Profit (%) | 0.705 | 0.7263 | -0.0213 | 0.0465 | 0.1101 | 0 |
Buy And Hold Return (%) | 633.3152 | 633.3152 | 633.3152 | 633.3152 | 633.3152 | 633.3152 |
Max Trade Drawdown | -210391 | -183339 | -44330 | -2138802 | -1645040 | -592645 |
Profit Factor | 2.8272 | 3.4163 | 0.7501 | 1.0317 | 1.1991 | 0.4849 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 45.9259 | 40.2985 | 51.4706 | 45.9259 | 40.2985 | 51.4706 |
Ratio Avg Win / Avg Loss | 3.3288 | 5.0612 | 0.7072 | 1.2147 | 1.7764 | 0.4572 |
Largest Winning Trade | 701006 | 701006 | 12223 | 1970812 | 1970812 | 73011 |
Largest Losing Trade | -51365 | -51365 | -20233 | -520710 | -520710 | -396108 |
Avg Bars in Trades | 150 | 276 | 26 | 150 | 276 | 26 |
Avg Bars in Winners | 199 | 420 | 28 | 199 | 420 | 28 |
Avg Bars in Losers | 109 | 178 | 25 | 109 | 178 | 25 |
Bars Traded | 20334 | 18503 | 1831 | 20334 | 18503 | 1831 |
Profit Streak | 84.6178 | 84.6178 | 95.9511 | 84.6178 | 84.6178 | 95.9511 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401453 | -107432 | -688531 | -482126 | -329792 | -688531 |
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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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