Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135555.9807 | 1186002.9663 | -50446.9856 | 222881.0508 | 773828.8594 | -550947.8086 |
Total P&L (%) | 1135.556 | 1186.003 | -50.447 | 222.8811 | 773.8289 | -550.9478 |
Avg Daily Profit (%) | 0.6217 | 0.6493 | -0.0276 | 0.0642 | 0.1188 | 0 |
Buy And Hold Return (%) | 593.5572 | 593.5572 | 593.5572 | 593.5572 | 593.5572 | 593.5572 |
Max Trade Drawdown | -159767 | -78184 | -155896 | -1580634 | -1069719 | -701317 |
Profit Factor | 2.1594 | 3.5769 | 0.9028 | 1.0452 | 1.3184 | 0.78 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 54.1096 | 49.3151 | 58.9041 | 54.1096 | 49.3151 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.8314 | 3.6762 | 0.6299 | 0.8864 | 1.355 | 0.5442 |
Largest Winning Trade | 861586 | 861586 | 72596 | 561052 | 561052 | 321349 |
Largest Losing Trade | -57863 | -35480 | -57863 | -397831 | -397831 | -332228 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 86 | 91 | 82 | 86 | 91 | 82 |
Avg Bars in Losers | 57 | 57 | 58 | 57 | 57 | 58 |
Bars Traded | 10718 | 5433 | 5285 | 10718 | 5433 | 5285 |
Profit Streak | 0 | 87.3237 | 0 | 0 | 87.3237 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331235 | -59535 | -651304 | -444584 | -176410 | -651304 |
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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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