Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528701.7302 | 1530077.7165 | -1375.9864 | 467621.7549 | 841775.406 | -374153.6511 |
Total P&L (%) | 1528.7017 | 1530.0777 | -1.376 | 467.6218 | 841.7754 | -374.1537 |
Avg Daily Profit (%) | 0.8435 | 0.8443 | -0.0008 | 0.0959 | 0.1238 | 0 |
Buy And Hold Return (%) | 600.6549 | 600.6549 | 600.6549 | 600.6549 | 600.6549 | 600.6549 |
Max Trade Drawdown | -90017 | -110827 | -53397 | -1453643 | -1411848 | -766003 |
Profit Factor | 3.2176 | 3.8064 | 0.9905 | 1.0801 | 1.1849 | 0.7084 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 49.5868 | 53.3333 | 45.9016 | 49.5868 | 53.3333 | 45.9016 |
Ratio Avg Win / Avg Loss | 3.2712 | 3.3306 | 1.1673 | 1.0981 | 1.0368 | 0.835 |
Largest Winning Trade | 1178430 | 1178430 | 12183 | 944422 | 944422 | 118832 |
Largest Losing Trade | -78208 | -78208 | -29353 | -1027805 | -1027805 | -483687 |
Avg Bars in Trades | 44 | 83 | 5 | 44 | 83 | 5 |
Avg Bars in Winners | 35 | 63 | 4 | 35 | 63 | 4 |
Avg Bars in Losers | 52 | 107 | 5 | 52 | 107 | 5 |
Bars Traded | 5335 | 5023 | 312 | 5335 | 5023 | 312 |
Profit Streak | 0 | 39.9575 | 0 | 0 | 39.9575 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575945 | -151150 | -742107 | -363014 | -253099 | -743774 |
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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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