Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297699.1649 | 1338763.3999 | -41064.235 | 60447.4591 | -281350.6864 | 341798.1455 |
Total P&L (%) | 1297.6992 | 1338.7634 | -41.0642 | 60.4475 | -281.3507 | 341.7981 |
Avg Daily Profit (%) | 0.7215 | 0.7444 | -0.0228 | 0.0263 | 0 | 0.0826 |
Buy And Hold Return (%) | 460.833 | 460.833 | 460.833 | 460.833 | 460.833 | 460.833 |
Max Trade Drawdown | -100054 | -141242 | -174621 | -422919 | -715879 | -186752 |
Profit Factor | 2.5226 | 4.2814 | 0.9076 | 1.0277 | 0.7859 | 1.3923 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 34.7826 | 30.4348 | 39.1304 | 34.7826 | 30.4348 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.73 | 9.7861 | 1.4118 | 1.9269 | 1.7963 | 2.1658 |
Largest Winning Trade | 1237410 | 1237410 | 54442 | 203529 | 201703 | 203529 |
Largest Losing Trade | -73075 | -29955 | -73075 | -128198 | -128198 | -70160 |
Avg Bars in Trades | 51 | 44 | 57 | 51 | 44 | 57 |
Avg Bars in Winners | 100 | 97 | 102 | 100 | 97 | 102 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 7073 | 3091 | 3982 | 7073 | 3091 | 3982 |
Profit Streak | 16.5254 | 0 | 19.5254 | 16.5254 | 0 | 19.5254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325842 | -92803 | -684739 | -517493 | -687567 | -352264 |
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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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