Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546158.4386 | 1522734.8546 | 23423.584 | 537042.8429 | 2884824.3537 | -2347781.5108 |
Total P&L (%) | 1546.1584 | 1522.7349 | 23.4236 | 537.0428 | 2884.8244 | -2347.7815 |
Avg Daily Profit (%) | 0.8507 | 0.8378 | 0.0129 | 0.1019 | 0.187 | 0 |
Buy And Hold Return (%) | 683.7211 | 683.7211 | 683.7211 | 683.7211 | 683.7211 | 683.7211 |
Max Trade Drawdown | -169778 | -141279 | -107233 | -5112533 | -3300364 | -3310453 |
Profit Factor | 2.8667 | 4.2394 | 1.0654 | 1.0406 | 1.4061 | 0.6163 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 52.8986 | 47.8261 | 57.971 | 52.8986 | 47.8261 | 57.971 |
Ratio Avg Win / Avg Loss | 2.5525 | 4.6248 | 0.7724 | 0.9266 | 1.5339 | 0.4468 |
Largest Winning Trade | 1027719 | 1027719 | 49352 | 1955747 | 1955747 | 680267 |
Largest Losing Trade | -83461 | -62001 | -83461 | -1938280 | -1938280 | -1464174 |
Avg Bars in Trades | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Winners | 25 | 37 | 15 | 25 | 37 | 15 |
Avg Bars in Losers | 26 | 30 | 20 | 26 | 30 | 20 |
Bars Traded | 3547 | 2332 | 1214 | 3547 | 2332 | 1214 |
Profit Streak | 0 | 31.5198 | 0 | 0 | 31.5198 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523993 | -87201 | -592037 | -398756 | -94520 | -681147 |
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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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