Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311185.9058 | 1291664.0285 | 19521.8773 | 1884866.6508 | 4065212.7155 | -2180346.0647 |
Total P&L (%) | 1311.1859 | 1291.664 | 19.5219 | 1884.8667 | 4065.2127 | -2180.3461 |
Avg Daily Profit (%) | 0.7223 | 0.7115 | 0.0108 | 0.1647 | 0.2056 | 0 |
Buy And Hold Return (%) | 574.8666 | 574.8666 | 574.8666 | 574.8666 | 574.8666 | 574.8666 |
Max Trade Drawdown | -118366 | -66796 | -69906 | -9052466 | -4879542 | -4477888 |
Profit Factor | 2.7911 | 4.7388 | 1.0505 | 1.0719 | 1.3203 | 0.8388 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 40.7692 | 35.3846 | 46.1538 | 40.7692 | 35.3846 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.055 | 8.6535 | 1.2256 | 1.5573 | 2.411 | 0.9785 |
Largest Winning Trade | 653305 | 653305 | 79509 | 7550630 | 7550630 | 1814913 |
Largest Losing Trade | -31217 | -19487 | -31217 | -1438349 | -1438349 | -1427724 |
Avg Bars in Trades | 81 | 78 | 85 | 81 | 78 | 85 |
Avg Bars in Winners | 118 | 120 | 118 | 118 | 120 | 118 |
Avg Bars in Losers | 56 | 54 | 57 | 56 | 54 | 57 |
Bars Traded | 10620 | 5070 | 5550 | 10620 | 5070 | 5550 |
Profit Streak | 7.2849 | 0 | 14.9515 | 7.2849 | 0 | 14.9515 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368927 | -122871 | -642091 | -138009 | -128236 | -713644 |
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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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