Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245938.6789 | 1295215.6357 | -49276.9568 | 215121.9002 | 809583.4163 | -594461.5162 |
Total P&L (%) | 1245.9387 | 1295.2156 | -49.277 | 215.1219 | 809.5834 | -594.4615 |
Avg Daily Profit (%) | 0.6845 | 0.7116 | -0.0271 | 0.0631 | 0.1214 | 0 |
Buy And Hold Return (%) | 671.143 | 671.143 | 671.143 | 671.143 | 671.143 | 671.143 |
Max Trade Drawdown | -202441 | -109824 | -144614 | -1939410 | -1625869 | -1464876 |
Profit Factor | 2.4437 | 3.8467 | 0.8792 | 1.0265 | 1.1819 | 0.8374 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 49.1525 | 47.4576 | 50.8475 | 49.1525 | 47.4576 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.528 | 4.2588 | 0.8499 | 1.0619 | 1.3085 | 0.8095 |
Largest Winning Trade | 853997 | 853997 | 56505 | 1315067 | 1315067 | 765376 |
Largest Losing Trade | -41701 | -41701 | -33709 | -642538 | -571413 | -642538 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 68 | 74 | 61 | 68 | 74 | 61 |
Avg Bars in Losers | 52 | 55 | 50 | 52 | 55 | 50 |
Bars Traded | 7102 | 3803 | 3299 | 7102 | 3803 | 3299 |
Profit Streak | 0 | 77.5655 | 0 | 0 | 77.5655 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323025 | -164296 | -757348 | -465835 | -328944 | -757348 |
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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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