Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958697.8801 | 917994.0813 | 40703.7988 | 526200.6519 | -1169845.2739 | 1696045.9257 |
Total P&L (%) | 958.6979 | 917.9941 | 40.7038 | 526.2007 | -1169.8453 | 1696.0459 |
Avg Daily Profit (%) | 0.4314 | 0.4131 | 0.0183 | 0.0826 | 0 | 0.13 |
Buy And Hold Return (%) | 365.4388 | 365.4388 | 365.4388 | 365.4388 | 365.4388 | 365.4388 |
Max Trade Drawdown | -153758 | -108320 | -168258 | -5687617 | -4184484 | -2365703 |
Profit Factor | 2.1777 | 3.4984 | 1.0911 | 1.0385 | 0.8583 | 1.3129 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 47.6923 | 49.2308 | 46.1538 | 47.6923 | 49.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3885 | 3.6077 | 1.273 | 1.139 | 0.8852 | 1.5317 |
Largest Winning Trade | 673391 | 673391 | 52022 | 2138676 | 2138676 | 761321 |
Largest Losing Trade | -71614 | -39861 | -71614 | -1408078 | -1408078 | -765832 |
Avg Bars in Trades | 49 | 64 | 34 | 49 | 64 | 34 |
Avg Bars in Winners | 57 | 75 | 37 | 57 | 75 | 37 |
Avg Bars in Losers | 42 | 54 | 31 | 42 | 54 | 31 |
Bars Traded | 6445 | 4218 | 2227 | 6445 | 4218 | 2227 |
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 | 365756 | -118973 | -587887 | -289959 | -712757 | -152827 |
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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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