Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175587.3722 | 1162359.0163 | 13228.3559 | 1123450.4654 | 1704176.71 | -580726.2445 |
Total P&L (%) | 1175.5874 | 1162.359 | 13.2284 | 1123.4505 | 1704.1767 | -580.7262 |
Avg Daily Profit (%) | 0.6481 | 0.6408 | 0.0073 | 0.1381 | 0.1596 | 0 |
Buy And Hold Return (%) | 488.341 | 488.341 | 488.341 | 488.341 | 488.341 | 488.341 |
Max Trade Drawdown | -100900 | -77645 | -98908 | -2880504 | -1498554 | -1899785 |
Profit Factor | 2.5538 | 4.3032 | 1.0327 | 1.1096 | 1.3636 | 0.8957 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 40.1274 | 37.1795 | 43.038 | 40.1274 | 37.1795 | 43.038 |
Ratio Avg Win / Avg Loss | 3.8104 | 7.271 | 1.3668 | 1.6556 | 2.3041 | 1.1854 |
Largest Winning Trade | 726963 | 726963 | 76188 | 2104391 | 2104391 | 717492 |
Largest Losing Trade | -49113 | -35761 | -49113 | -616469 | -376516 | -616469 |
Avg Bars in Trades | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Winners | 119 | 110 | 127 | 119 | 110 | 127 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 10704 | 5033 | 5670 | 10704 | 5033 | 5670 |
Profit Streak | 12.2933 | 0 | 18.2933 | 12.2933 | 0 | 18.2933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365934 | -24708 | -562537 | -114352 | -32843 | -608213 |
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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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