Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416064.9911 | 1509173.9893 | -93108.9982 | -49408.1501 | 762093.4173 | -811501.5674 |
Total P&L (%) | 1416.065 | 1509.174 | -93.109 | -49.4082 | 762.0934 | -811.5016 |
Avg Daily Profit (%) | 0.7898 | 0.8417 | -0.0519 | -0.038 | 0.1202 | 0 |
Buy And Hold Return (%) | 410.7065 | 410.7065 | 410.7065 | 410.7065 | 410.7065 | 410.7065 |
Max Trade Drawdown | -377091 | -313764 | -137243 | -7331429 | -6507541 | -933562 |
Profit Factor | 2.5644 | 3.4653 | 0.6822 | 0.9956 | 1.0886 | 0.6865 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 45.8904 | 45.2055 | 46.5753 | 45.8904 | 45.2055 | 46.5753 |
Ratio Avg Win / Avg Loss | 3.0237 | 4.2003 | 0.7826 | 1.1739 | 1.3195 | 0.7874 |
Largest Winning Trade | 1155741 | 1155741 | 17184 | 4114967 | 4114967 | 402247 |
Largest Losing Trade | -49518 | -33197 | -49518 | -2106231 | -2106231 | -631305 |
Avg Bars in Trades | 23 | 37 | 9 | 23 | 37 | 9 |
Avg Bars in Winners | 25 | 42 | 8 | 25 | 42 | 8 |
Avg Bars in Losers | 22 | 33 | 9 | 22 | 33 | 9 |
Bars Traded | 3433 | 2744 | 689 | 3433 | 2744 | 689 |
Profit Streak | 0 | 0 | 55.2903 | 0 | 0 | 55.2903 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515552 | -56504 | -653228 | -580045 | -236817 | -653228 |
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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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