Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081766.9104 | 1036892.7641 | 44874.1462 | 2508829.4162 | 2610715.2072 | -101885.7911 |
Total P&L (%) | 1081.7669 | 1036.8928 | 44.8741 | 2508.8294 | 2610.7152 | -101.8858 |
Avg Daily Profit (%) | 0.5963 | 0.5716 | 0.0247 | 0.18 | 0.1821 | 0 |
Buy And Hold Return (%) | 615.8484 | 615.8484 | 615.8484 | 615.8484 | 615.8484 | 615.8484 |
Max Trade Drawdown | -116256 | -88004 | -90302 | -1205286 | -914456 | -1134396 |
Profit Factor | 2.8466 | 4.6253 | 1.1497 | 1.402 | 1.9309 | 0.9704 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 53.3835 | 51.5152 | 55.2239 | 53.3835 | 51.5152 | 55.2239 |
Ratio Avg Win / Avg Loss | 2.4858 | 4.3532 | 0.9322 | 1.2243 | 1.8174 | 0.7868 |
Largest Winning Trade | 481052 | 481052 | 72313 | 1226218 | 1226218 | 1091459 |
Largest Losing Trade | -40483 | -40483 | -37656 | -547614 | -322389 | -547614 |
Avg Bars in Trades | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Winners | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 7068 | 3221 | 3847 | 7068 | 3221 | 3847 |
Profit Streak | 0 | 12.5526 | 0 | 0 | 12.5526 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328982 | -113632 | -499144 | 259481 | -113827 | -696781 |
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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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