Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250393.1728 | 1246618.7687 | 3774.4041 | 537430.9758 | 1053947.226 | -516516.2502 |
Total P&L (%) | 1250.3932 | 1246.6188 | 3.7744 | 537.431 | 1053.9472 | -516.5163 |
Avg Daily Profit (%) | 0.6889 | 0.6868 | 0.0021 | 0.1021 | 0.1348 | 0 |
Buy And Hold Return (%) | 673.781 | 673.781 | 673.781 | 673.781 | 673.781 | 673.781 |
Max Trade Drawdown | -201485 | -166545 | -58544 | -4341443 | -3781290 | -966353 |
Profit Factor | 2.9747 | 3.4837 | 1.0288 | 1.0597 | 1.1559 | 0.7692 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 52.1368 | 46.5517 | 57.6271 | 52.1368 | 46.5517 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.7309 | 3.9998 | 0.7564 | 0.9729 | 1.3271 | 0.5656 |
Largest Winning Trade | 802778 | 802778 | 28873 | 2276913 | 2276913 | 380667 |
Largest Losing Trade | -49893 | -49893 | -24768 | -1454479 | -1454479 | -759778 |
Avg Bars in Trades | 89 | 172 | 6 | 89 | 172 | 6 |
Avg Bars in Winners | 85 | 185 | 6 | 85 | 185 | 6 |
Avg Bars in Losers | 92 | 161 | 6 | 92 | 161 | 6 |
Bars Traded | 10420 | 10016 | 404 | 10420 | 10016 | 404 |
Profit Streak | 0 | 39.3798 | 0 | 0 | 39.3798 | 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 | 382842 | -169875 | -721794 | -377953 | -252326 | -756191 |
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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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