Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224057.1718 | 1228608.0153 | -4550.8435 | 443309.9115 | 272456.9893 | 170852.9222 |
Total P&L (%) | 1224.0572 | 1228.608 | -4.5508 | 443.3099 | 272.457 | 170.8529 |
Avg Daily Profit (%) | 0.6752 | 0.6777 | -0.0025 | 0.0934 | 0.0726 | 0.055 |
Buy And Hold Return (%) | 521.9449 | 521.9449 | 521.9449 | 521.9449 | 521.9449 | 521.9449 |
Max Trade Drawdown | -204043 | -184520 | -35426 | -3547038 | -3323947 | -404501 |
Profit Factor | 2.8045 | 3.1402 | 0.9564 | 1.059 | 1.0408 | 1.2041 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 49.635 | 45.5882 | 53.6232 | 49.635 | 45.5882 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.8457 | 3.7479 | 0.8271 | 1.0746 | 1.2423 | 1.0414 |
Largest Winning Trade | 878024 | 878024 | 14808 | 1139158 | 1139158 | 307893 |
Largest Losing Trade | -69186 | -69186 | -13047 | -1040296 | -1040296 | -93761 |
Avg Bars in Trades | 78 | 154 | 3 | 78 | 154 | 3 |
Avg Bars in Winners | 76 | 163 | 3 | 76 | 163 | 3 |
Avg Bars in Losers | 80 | 147 | 3 | 80 | 147 | 3 |
Bars Traded | 10772 | 10518 | 254 | 10772 | 10518 | 254 |
Profit Streak | 0 | 94.4813 | 0 | 0 | 94.4813 | 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 | 471075 | -97022 | -681710 | -389450 | -548089 | -386713 |
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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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