Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713071.5345 | 715013.4006 | -1941.8661 | 167874.6284 | -1008394.808 | 1176269.4364 |
Total P&L (%) | 713.0715 | 715.0134 | -1.9419 | 167.8746 | -1008.3948 | 1176.2694 |
Avg Daily Profit (%) | 0.3424 | 0.3433 | -0.0009 | 0.0473 | 0 | 0.1224 |
Buy And Hold Return (%) | 101.6713 | 101.6713 | 101.6713 | 101.6713 | 101.6713 | 101.6713 |
Max Trade Drawdown | -238331 | -110685 | -157180 | -7194771 | -5396273 | -3590136 |
Profit Factor | 1.6929 | 2.6153 | 0.9967 | 1.0096 | 0.8934 | 1.1465 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 45.1613 | 43.5484 | 46.7742 | 45.1613 | 43.5484 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.0557 | 3.3902 | 1.1342 | 1.2259 | 1.1582 | 1.3046 |
Largest Winning Trade | 315949 | 315949 | 64228 | 2918586 | 2584767 | 2918586 |
Largest Losing Trade | -49998 | -36478 | -49998 | -1583491 | -1583491 | -1089867 |
Avg Bars in Trades | 197 | 207 | 187 | 197 | 207 | 187 |
Avg Bars in Winners | 245 | 251 | 238 | 245 | 251 | 238 |
Avg Bars in Losers | 159 | 173 | 143 | 159 | 173 | 143 |
Bars Traded | 24537 | 12884 | 11653 | 24537 | 12884 | 11653 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392748 | -142716 | -734546 | -350442 | -736078 | -244081 |
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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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