Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678197.7441 | 1764936.4138 | -86738.6697 | 33264.5833 | 1291177.6388 | -1257913.0554 |
Total P&L (%) | 1678.1977 | 1764.9364 | -86.7387 | 33.2646 | 1291.1776 | -1257.9131 |
Avg Daily Profit (%) | 0.9187 | 0.9662 | -0.0475 | 0.0157 | 0.1442 | 0 |
Buy And Hold Return (%) | 715.4792 | 715.4792 | 715.4792 | 715.4792 | 715.4792 | 715.4792 |
Max Trade Drawdown | -215201 | -107375 | -127421 | -1963121 | -1163444 | -1412144 |
Profit Factor | 2.4888 | 3.861 | 0.83 | 1.0039 | 1.2667 | 0.6555 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 39.8734 | 35.443 | 44.3038 | 39.8734 | 35.443 | 44.3038 |
Ratio Avg Win / Avg Loss | 3.753 | 7.0326 | 1.0435 | 1.5138 | 2.3073 | 0.824 |
Largest Winning Trade | 1327112 | 1327112 | 68806 | 1342398 | 1342398 | 493287 |
Largest Losing Trade | -37781 | -31208 | -37781 | -480530 | -441099 | -480530 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 6973 | 3294 | 3678 | 6973 | 3294 | 3678 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371414 | -16126 | -608284 | -555840 | -39908 | -609951 |
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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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