Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1781587.922 | 1882618.542 | -101030.62 | -24841.3646 | 486067.7347 | -510909.0993 |
Total P&L (%) | 1781.5879 | 1882.6185 | -101.0306 | -24.8414 | 486.0677 | -510.9091 |
Avg Daily Profit (%) | 0.9788 | 1.0343 | -0.0555 | -0.0157 | 0.0972 | 0 |
Buy And Hold Return (%) | 793.5564 | 793.5564 | 793.5564 | 793.5564 | 793.5564 | 793.5564 |
Max Trade Drawdown | -274935 | -207861 | -133952 | -1369258 | -990677 | -636323 |
Profit Factor | 3.0376 | 3.8947 | 0.5489 | 0.9925 | 1.195 | 0.372 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 39.6694 | 41.6667 | 37.7049 | 39.6694 | 41.6667 | 37.7049 |
Ratio Avg Win / Avg Loss | 4.6198 | 5.4526 | 0.9069 | 1.5094 | 1.673 | 0.6146 |
Largest Winning Trade | 963175 | 963175 | 10928 | 1191352 | 1191352 | 113185 |
Largest Losing Trade | -62221 | -62221 | -46536 | -420217 | -420217 | -245072 |
Avg Bars in Trades | 172 | 313 | 33 | 172 | 313 | 33 |
Avg Bars in Winners | 241 | 431 | 36 | 241 | 431 | 36 |
Avg Bars in Losers | 126 | 229 | 32 | 126 | 229 | 32 |
Bars Traded | 20870 | 18814 | 2056 | 20870 | 18814 | 2056 |
Profit Streak | 0 | 90.9816 | 0 | 0 | 90.9816 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366206 | -156192 | -747517 | -581696 | -406078 | -747517 |
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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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