Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158795.0182 | 1180503.7399 | -21708.7217 | 322955.3736 | 1436163.1599 | -1113207.7863 |
Total P&L (%) | 1158.795 | 1180.5037 | -21.7087 | 322.9554 | 1436.1632 | -1113.2078 |
Avg Daily Profit (%) | 0.639 | 0.651 | -0.012 | 0.0796 | 0.1508 | 0 |
Buy And Hold Return (%) | 519.6423 | 519.6423 | 519.6423 | 519.6423 | 519.6423 | 519.6423 |
Max Trade Drawdown | -127296 | -97746 | -124707 | -1240280 | -1001500 | -1484661 |
Profit Factor | 2.5139 | 4.2541 | 0.9461 | 1.054 | 1.5365 | 0.6631 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.1765 | 40 | 42.3729 | 41.1765 | 40 | 42.3729 |
Ratio Avg Win / Avg Loss | 3.5912 | 6.3812 | 1.2867 | 1.5057 | 2.3047 | 0.9019 |
Largest Winning Trade | 876826 | 876826 | 63641 | 1196690 | 1196690 | 367091 |
Largest Losing Trade | -66105 | -28480 | -66105 | -862141 | -360074 | -862141 |
Avg Bars in Trades | 179 | 195 | 163 | 179 | 195 | 163 |
Avg Bars in Winners | 264 | 271 | 257 | 264 | 271 | 257 |
Avg Bars in Losers | 120 | 144 | 94 | 120 | 144 | 94 |
Bars Traded | 21369 | 11737 | 9632 | 21369 | 11737 | 9632 |
Profit Streak | 12.8338 | 12.8338 | 17.5005 | 12.8338 | 12.8338 | 17.5005 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330928 | -158672 | -758190 | -414564 | -165800 | -759856 |
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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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