Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413639.0939 | 1395539.6612 | 18099.4327 | 798597.9808 | 1306875.5695 | -508277.5887 |
Total P&L (%) | 1413.6391 | 1395.5397 | 18.0994 | 798.598 | 1306.8756 | -508.2776 |
Avg Daily Profit (%) | 0.7743 | 0.7644 | 0.0099 | 0.1203 | 0.1449 | 0 |
Buy And Hold Return (%) | 790.118 | 790.118 | 790.118 | 790.118 | 790.118 | 790.118 |
Max Trade Drawdown | -132209 | -116589 | -64710 | -2985831 | -2587826 | -1349679 |
Profit Factor | 2.9208 | 3.8011 | 1.0761 | 1.0664 | 1.1632 | 0.8734 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 50.9554 | 48.7179 | 53.1646 | 50.9554 | 48.7179 | 53.1646 |
Ratio Avg Win / Avg Loss | 2.8112 | 4.0011 | 0.948 | 1.0264 | 1.2244 | 0.7694 |
Largest Winning Trade | 716844 | 716844 | 60126 | 2776390 | 2776390 | 825417 |
Largest Losing Trade | -39584 | -39584 | -20525 | -1180747 | -1180747 | -526931 |
Avg Bars in Trades | 32 | 51 | 13 | 32 | 51 | 13 |
Avg Bars in Winners | 39 | 66 | 15 | 39 | 66 | 15 |
Avg Bars in Losers | 25 | 37 | 11 | 25 | 37 | 11 |
Bars Traded | 5103 | 4020 | 1083 | 5103 | 4020 | 1083 |
Profit Streak | 86.4005 | 92.0672 | 86.4005 | 86.4005 | 92.0672 | 86.4005 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452984 | -22667 | -509132 | -339491 | -83398 | -606087 |
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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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