Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190148.6998 | 1262219.6018 | -72070.902 | 39685.5971 | 146821.2753 | -107135.6782 |
Total P&L (%) | 1190.1487 | 1262.2196 | -72.0709 | 39.6856 | 146.8213 | -107.1357 |
Avg Daily Profit (%) | 0.5427 | 0.5756 | -0.0329 | 0.0152 | 0.0412 | 0 |
Buy And Hold Return (%) | 516.179 | 516.179 | 516.179 | 516.179 | 516.179 | 516.179 |
Max Trade Drawdown | -136202 | -106298 | -146742 | -354552 | -251320 | -145352 |
Profit Factor | 2.3306 | 3.709 | 0.8318 | 1.0408 | 1.2666 | 0.7463 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 46.7213 | 39.3443 | 54.0984 | 46.7213 | 39.3443 | 54.0984 |
Ratio Avg Win / Avg Loss | 2.6577 | 5.718 | 0.7058 | 1.1869 | 1.9527 | 0.6332 |
Largest Winning Trade | 833971 | 833971 | 58292 | 197078 | 197078 | 62992 |
Largest Losing Trade | -63735 | -40503 | -63735 | -96685 | -96685 | -58025 |
Avg Bars in Trades | 70 | 80 | 60 | 70 | 80 | 60 |
Avg Bars in Winners | 86 | 111 | 67 | 86 | 111 | 67 |
Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
Bars Traded | 8578 | 4915 | 3663 | 8578 | 4915 | 3663 |
Profit Streak | 79.5938 | 96.0938 | 79.5938 | 79.5938 | 96.0938 | 79.5938 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380373 | -151366 | -741369 | -513905 | -468192 | -741369 |
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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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