Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319676.9875 | 1325049.21 | -5372.2224 | 358785.2971 | 193665.3141 | 165119.983 |
Total P&L (%) | 1319.677 | 1325.0492 | -5.3722 | 358.7853 | 193.6653 | 165.12 |
Avg Daily Profit (%) | 0.7283 | 0.7313 | -0.003 | 0.0841 | 0.0595 | 0.0538 |
Buy And Hold Return (%) | 462.3934 | 462.3934 | 462.3934 | 462.3934 | 462.3934 | 462.3934 |
Max Trade Drawdown | -179191 | -137663 | -110609 | -4361167 | -4847800 | -1874667 |
Profit Factor | 2.5488 | 3.3276 | 0.981 | 1.0236 | 1.0183 | 1.036 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 47.7987 | 43.038 | 52.5 | 47.7987 | 43.038 | 52.5 |
Ratio Avg Win / Avg Loss | 2.7835 | 4.4041 | 0.8876 | 1.1179 | 1.3477 | 0.9373 |
Largest Winning Trade | 666775 | 666775 | 39226 | 3274756 | 3274756 | 1179146 |
Largest Losing Trade | -33301 | -33301 | -22692 | -1153312 | -1153312 | -574070 |
Avg Bars in Trades | 21 | 33 | 9 | 21 | 33 | 9 |
Avg Bars in Winners | 25 | 45 | 9 | 25 | 45 | 9 |
Avg Bars in Losers | 17 | 24 | 9 | 17 | 24 | 9 |
Bars Traded | 3404 | 2649 | 755 | 3404 | 2649 | 755 |
Profit Streak | 68.3114 | 76.8114 | 68.3114 | 68.3114 | 76.8114 | 68.3114 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554246 | -13397 | -599075 | -439746 | -508819 | -487714 |
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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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