Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723054.2045 | 658770.1026 | 64284.1019 | 1558507.4906 | 8921244.523 | -7362737.0324 |
Total P&L (%) | 723.0542 | 658.7701 | 64.2841 | 1558.5075 | 8921.2445 | -7362.737 |
Avg Daily Profit (%) | 0.3998 | 0.3643 | 0.0355 | 0.1554 | 0.2493 | 0 |
Buy And Hold Return (%) | 145.8206 | 145.8206 | 145.8206 | 145.8206 | 145.8206 | 145.8206 |
Max Trade Drawdown | -178196 | -105036 | -115107 | -13549529 | -5586341 | -10447851 |
Profit Factor | 2.1199 | 3.2527 | 1.182 | 1.0524 | 1.6855 | 0.5605 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 49.635 | 48.5294 | 50.7246 | 49.635 | 48.5294 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.1511 | 3.4498 | 1.1482 | 1.0678 | 1.7876 | 0.5445 |
Largest Winning Trade | 268273 | 268273 | 65165 | 8259487 | 8259487 | 1373997 |
Largest Losing Trade | -44013 | -44013 | -31685 | -3060033 | -3060033 | -2738185 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 5218 | 2356 | 2862 | 5218 | 2356 | 2862 |
Profit Streak | 0 | 36.5352 | 0 | 0 | 36.5352 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454613 | -95142 | -433097 | -155054 | -97387 | -682364 |
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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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