Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044138.8239 | 1129376.8748 | -85238.0509 | 10507.9396 | 789774.0741 | -779266.1344 |
Total P&L (%) | 1044.1388 | 1129.3769 | -85.2381 | 10.5079 | 789.7741 | -779.2661 |
Avg Daily Profit (%) | 0.576 | 0.623 | -0.047 | 0.0055 | 0.1207 | 0 |
Buy And Hold Return (%) | 505.7718 | 505.7718 | 505.7718 | 505.7718 | 505.7718 | 505.7718 |
Max Trade Drawdown | -244174 | -190898 | -119253 | -1998269 | -1318604 | -1041372 |
Profit Factor | 2.1266 | 2.8513 | 0.7309 | 1.0023 | 1.2704 | 0.5182 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 44.7205 | 38.75 | 50.6173 | 44.7205 | 38.75 | 50.6173 |
Ratio Avg Win / Avg Loss | 2.6287 | 4.5069 | 0.7131 | 1.239 | 2.0081 | 0.5055 |
Largest Winning Trade | 753327 | 753327 | 24024 | 1087365 | 1087365 | 137944 |
Largest Losing Trade | -52687 | -52687 | -23138 | -588059 | -588059 | -420508 |
Avg Bars in Trades | 43 | 73 | 13 | 43 | 73 | 13 |
Avg Bars in Winners | 54 | 106 | 15 | 54 | 106 | 15 |
Avg Bars in Losers | 34 | 52 | 11 | 34 | 52 | 11 |
Bars Traded | 6952 | 5867 | 1085 | 6952 | 5867 | 1085 |
Profit Streak | 70.7041 | 73.4541 | 70.7041 | 70.7041 | 73.4541 | 70.7041 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309414 | -11514 | -591820 | -569456 | -63593 | -591820 |
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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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