Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263036.7774 | 1202656.5634 | 60380.2141 | 3300176.2261 | 3907025.9385 | -606849.7124 |
Total P&L (%) | 1263.0368 | 1202.6566 | 60.3802 | 3300.1762 | 3907.0259 | -606.8497 |
Avg Daily Profit (%) | 0.6965 | 0.6632 | 0.0333 | 0.1946 | 0.2037 | 0 |
Buy And Hold Return (%) | 599.2329 | 599.2329 | 599.2329 | 599.2329 | 599.2329 | 599.2329 |
Max Trade Drawdown | -86887 | -110526 | -45833 | -1870618 | -1842008 | -1597332 |
Profit Factor | 3.6549 | 5.9312 | 1.2604 | 1.3649 | 1.9304 | 0.8747 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 40.3361 | 37.2881 | 43.3333 | 40.3361 | 37.2881 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.4063 | 9.9752 | 1.6483 | 2.019 | 3.2466 | 1.1439 |
Largest Winning Trade | 711187 | 711187 | 63411 | 3032183 | 3032183 | 1236173 |
Largest Losing Trade | -25332 | -20997 | -25332 | -1085798 | -511631 | -1085798 |
Avg Bars in Trades | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 3542 | 1620 | 1922 | 3542 | 1620 | 1922 |
Profit Streak | 0 | 58.7463 | 0 | 0 | 58.7463 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351163 | -167013 | -485010 | 195266 | -169230 | -750884 |
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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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