Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519162.8381 | 1579887.7068 | -60724.8687 | 84217.2433 | 361005.9181 | -276788.6748 |
Total P&L (%) | 1519.1628 | 1579.8877 | -60.7249 | 84.2172 | 361.0059 | -276.7887 |
Avg Daily Profit (%) | 0.8322 | 0.8655 | -0.0333 | 0.0335 | 0.0838 | 0 |
Buy And Hold Return (%) | 760.2151 | 760.2151 | 760.2151 | 760.2151 | 760.2151 | 760.2151 |
Max Trade Drawdown | -176355 | -165390 | -65331 | -1205311 | -1076785 | -279654 |
Profit Factor | 2.996 | 3.6909 | 0.6509 | 1.0267 | 1.1499 | 0.6257 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 39.2593 | 31.3433 | 47.0588 | 39.2593 | 31.3433 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.6354 | 8.0848 | 0.7323 | 1.5886 | 2.5187 | 0.7039 |
Largest Winning Trade | 820017 | 820017 | 12977 | 1014312 | 1014312 | 117016 |
Largest Losing Trade | -45596 | -45596 | -12614 | -373575 | -373575 | -163036 |
Avg Bars in Trades | 51 | 96 | 7 | 51 | 96 | 7 |
Avg Bars in Winners | 81 | 193 | 7 | 81 | 193 | 7 |
Avg Bars in Losers | 32 | 51 | 6 | 32 | 51 | 6 |
Bars Traded | 6951 | 6454 | 497 | 6951 | 6454 | 497 |
Profit Streak | 47.6519 | 0 | 47.9019 | 47.6519 | 0 | 47.9019 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315260 | -110523 | -690541 | -507204 | -425705 | -690541 |
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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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