Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234102.2153 | 1251704.2279 | -17602.0127 | 252497.8068 | 611787.8073 | -359290.0006 |
Total P&L (%) | 1234.1022 | 1251.7042 | -17.602 | 252.4978 | 611.7878 | -359.29 |
Avg Daily Profit (%) | 0.6791 | 0.6888 | -0.0097 | 0.0694 | 0.1081 | 0 |
Buy And Hold Return (%) | 770.126 | 770.126 | 770.126 | 770.126 | 770.126 | 770.126 |
Max Trade Drawdown | -145346 | -162771 | -64107 | -1981733 | -1921735 | -465985 |
Profit Factor | 2.6371 | 3.4281 | 0.9261 | 1.0414 | 1.1419 | 0.7991 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 50.3497 | 43.662 | 56.9444 | 50.3497 | 43.662 | 56.9444 |
Ratio Avg Win / Avg Loss | 2.6005 | 4.4233 | 0.7003 | 1.0269 | 1.4734 | 0.6042 |
Largest Winning Trade | 703656 | 703656 | 42022 | 1971254 | 1971254 | 324135 |
Largest Losing Trade | -37721 | -37721 | -20525 | -810392 | -810392 | -196512 |
Avg Bars in Trades | 35 | 60 | 10 | 35 | 60 | 10 |
Avg Bars in Winners | 42 | 82 | 11 | 42 | 82 | 11 |
Avg Bars in Losers | 29 | 43 | 10 | 29 | 43 | 10 |
Bars Traded | 5088 | 4304 | 784 | 5088 | 4304 | 784 |
Profit Streak | 85.3676 | 85.3676 | 94.0343 | 85.3676 | 85.3676 | 94.0343 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341987 | -79077 | -657421 | -439234 | -366994 | -657421 |
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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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