Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234665.3645 | 1201153.3335 | 33512.031 | 835143.7649 | 1356073.1183 | -520929.3535 |
Total P&L (%) | 1234.6654 | 1201.1533 | 33.512 | 835.1438 | 1356.0731 | -520.9294 |
Avg Daily Profit (%) | 0.6815 | 0.663 | 0.0185 | 0.1235 | 0.1479 | 0 |
Buy And Hold Return (%) | 493.9609 | 493.9609 | 493.9609 | 493.9609 | 493.9609 | 493.9609 |
Max Trade Drawdown | -144028 | -89356 | -67168 | -4249262 | -2590863 | -1787251 |
Profit Factor | 2.8495 | 4.0542 | 1.1222 | 1.0995 | 1.2881 | 0.8587 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 43.2 | 40.3226 | 46.0317 | 43.2 | 40.3226 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.7465 | 6.0002 | 1.3156 | 1.4456 | 1.9063 | 1.0068 |
Largest Winning Trade | 721369 | 721369 | 38927 | 2388141 | 2388141 | 764835 |
Largest Losing Trade | -38325 | -38325 | -33294 | -752369 | -752369 | -722120 |
Avg Bars in Trades | 82 | 117 | 47 | 82 | 117 | 47 |
Avg Bars in Winners | 118 | 174 | 69 | 118 | 174 | 69 |
Avg Bars in Losers | 54 | 79 | 27 | 54 | 79 | 27 |
Bars Traded | 10260 | 7292 | 2968 | 10260 | 7292 | 2968 |
Profit Streak | 85.2028 | 0 | 91.0361 | 85.2028 | 0 | 91.0361 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442051 | -143136 | -567724 | -149554 | -155563 | -726776 |
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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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