Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945708.974 | 861929.4697 | 83779.5043 | 5090735.2567 | 4805230.0541 | 285505.2026 |
Total P&L (%) | 945.709 | 861.9295 | 83.7795 | 5090.7353 | 4805.2301 | 285.5052 |
Avg Daily Profit (%) | 0.5143 | 0.4688 | 0.0456 | 0.215 | 0.2119 | 0.0734 |
Buy And Hold Return (%) | 625.4098 | 625.4098 | 625.4098 | 625.4098 | 625.4098 | 625.4098 |
Max Trade Drawdown | -83419 | -106543 | -74466 | -2338712 | -2303556 | -2207525 |
Profit Factor | 2.1261 | 3.259 | 1.1828 | 1.3585 | 1.7928 | 1.0351 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 49.3243 | 47.2973 | 51.3514 | 49.3243 | 47.2973 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.1843 | 3.6315 | 1.1206 | 1.3957 | 1.9976 | 0.9806 |
Largest Winning Trade | 279984 | 279984 | 46971 | 1322344 | 1253667 | 1322344 |
Largest Losing Trade | -53769 | -44979 | -53769 | -1176322 | -615949 | -1176322 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 59 | 58 | 61 | 59 | 58 | 61 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 7151 | 3537 | 3614 | 7151 | 3537 | 3614 |
Profit Streak | 14.187 | 36.687 | 0 | 14.187 | 36.687 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 192593 | -96075 | -381546 | 335913 | -52979 | -508584 |
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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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