Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246614.2036 | 1206598.0116 | 40016.192 | 1913930.0927 | 1637477.1685 | 276452.9242 |
Total P&L (%) | 1246.6142 | 1206.598 | 40.0162 | 1913.9301 | 1637.4772 | 276.4529 |
Avg Daily Profit (%) | 0.6871 | 0.6651 | 0.0221 | 0.1656 | 0.1575 | 0.0731 |
Buy And Hold Return (%) | 513.2151 | 513.2151 | 513.2151 | 513.2151 | 513.2151 | 513.2151 |
Max Trade Drawdown | -98454 | -85082 | -105439 | -1533622 | -1325052 | -900647 |
Profit Factor | 2.7435 | 4.5983 | 1.1054 | 1.2834 | 1.5031 | 1.079 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 45.3237 | 38.5714 | 52.1739 | 45.3237 | 38.5714 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.3096 | 7.3233 | 1.0133 | 1.5483 | 2.3939 | 0.9891 |
Largest Winning Trade | 708423 | 708423 | 70767 | 1083258 | 1083258 | 652297 |
Largest Losing Trade | -42156 | -26287 | -42156 | -553311 | -453203 | -553311 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 7129 | 3513 | 3616 | 7129 | 3513 | 3616 |
Profit Streak | 0 | 0 | 15.5867 | 0 | 0 | 15.5867 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430451 | -83938 | -534591 | 177281 | -91733 | -497199 |
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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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