Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506416.3763 | 1569714.9084 | -63298.5321 | 123899.1712 | 1595357.0804 | -1471457.9093 |
Total P&L (%) | 1506.4164 | 1569.7149 | -63.2985 | 123.8992 | 1595.3571 | -1471.4579 |
Avg Daily Profit (%) | 0.8268 | 0.8615 | -0.0347 | 0.0442 | 0.1555 | 0 |
Buy And Hold Return (%) | 579.1383 | 579.1383 | 579.1383 | 579.1383 | 579.1383 | 579.1383 |
Max Trade Drawdown | -176009 | -119309 | -155508 | -3535198 | -1581814 | -2371777 |
Profit Factor | 2.5637 | 4.4946 | 0.8769 | 1.0106 | 1.316 | 0.7774 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 52.9412 | 47.0588 | 58.8235 | 52.9412 | 47.0588 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.2788 | 5.0564 | 0.6138 | 0.8983 | 1.4805 | 0.5442 |
Largest Winning Trade | 1355527 | 1355527 | 55473 | 1567264 | 1567264 | 789400 |
Largest Losing Trade | -52620 | -33649 | -52620 | -1254870 | -561771 | -1254870 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 3554 | 1864 | 1690 | 3554 | 1864 | 1690 |
Profit Streak | 0 | 83.0049 | 0 | 0 | 83.0049 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562707 | -91683 | -688536 | -509072 | -104449 | -688536 |
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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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