Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017796.1171 | 998007.3873 | 19788.7298 | 1321131.8666 | 2390241.1155 | -1069109.2488 |
Total P&L (%) | 1017.7961 | 998.0074 | 19.7887 | 1321.1319 | 2390.2411 | -1069.1092 |
Avg Daily Profit (%) | 0.5614 | 0.5505 | 0.0109 | 0.1465 | 0.1775 | 0 |
Buy And Hold Return (%) | 518.0666 | 518.0666 | 518.0666 | 518.0666 | 518.0666 | 518.0666 |
Max Trade Drawdown | -159880 | -98481 | -110346 | -1872660 | -963452 | -1610880 |
Profit Factor | 2.5851 | 4.2731 | 1.0587 | 1.173 | 1.6991 | 0.7464 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 47.8571 | 47.1429 | 48.5714 | 47.8571 | 47.1429 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.8166 | 4.7911 | 1.121 | 1.2781 | 1.905 | 0.7903 |
Largest Winning Trade | 524824 | 524824 | 77784 | 1445948 | 1445948 | 561197 |
Largest Losing Trade | -48180 | -40784 | -48180 | -752136 | -348377 | -752136 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 10419 | 4882 | 5537 | 10419 | 4882 | 5537 |
Profit Streak | 12.7891 | 0 | 15.4557 | 12.7891 | 0 | 15.4557 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326875 | -84653 | -594436 | -30596 | -86181 | -675209 |
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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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