Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1300219.6813 | 1211929.1932 | 88290.4881 | 4264017.2605 | 6503049.3826 | -2239032.122 |
Total P&L (%) | 1300.2197 | 1211.9292 | 88.2905 | 4264.0173 | 6503.0494 | -2239.0321 |
Avg Daily Profit (%) | 0.7148 | 0.6663 | 0.0485 | 0.2078 | 0.2306 | 0 |
Buy And Hold Return (%) | 692.6255 | 692.6255 | 692.6255 | 692.6255 | 692.6255 | 692.6255 |
Max Trade Drawdown | -104051 | -72396 | -63591 | -8798771 | -4279498 | -5998407 |
Profit Factor | 2.7687 | 4.1199 | 1.2547 | 1.1365 | 1.4321 | 0.8618 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 46.2025 | 41.7722 | 50.6329 | 46.2025 | 41.7722 | 50.6329 |
Ratio Avg Win / Avg Loss | 3.2239 | 5.7429 | 1.2233 | 1.3233 | 1.9963 | 0.8402 |
Largest Winning Trade | 814096 | 814096 | 42373 | 7069201 | 7069201 | 2882440 |
Largest Losing Trade | -44015 | -26813 | -44015 | -3171648 | -2207924 | -3171648 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 3531 | 2040 | 1491 | 3531 | 2040 | 1491 |
Profit Streak | 0 | 20.1874 | 0 | 0 | 20.1874 | 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 | 347147 | -18709 | -320658 | -63253 | -19023 | -607376 |
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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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