Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531714.7958 | 408936.1462 | 122778.6496 | 1380424.532 | 1457971.1397 | -77546.6078 |
Total P&L (%) | 531.7148 | 408.9361 | 122.7787 | 1380.4245 | 1457.9711 | -77.5466 |
Avg Daily Profit (%) | 0.3766 | 0.2897 | 0.087 | 0.1911 | 0.1947 | -0.1057 |
Buy And Hold Return (%) | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 |
Max Trade Drawdown | -95500 | -49840 | -132249 | -1298284 | -361845 | -1773616 |
Profit Factor | 1.8516 | 2.5861 | 1.335 | 1.2761 | 1.8399 | 0.9762 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 60.6897 | 60.274 | 61.1111 | 60.6897 | 60.274 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1993 | 1.7045 | 0.8495 | 0.8266 | 1.2126 | 0.6212 |
Largest Winning Trade | 71019 | 71019 | 64560 | 428361 | 428361 | 378402 |
Largest Losing Trade | -65503 | -26820 | -65503 | -853540 | -306382 | -853540 |
Avg Bars in Trades | 54 | 40 | 68 | 54 | 40 | 68 |
Avg Bars in Winners | 51 | 39 | 63 | 51 | 39 | 63 |
Avg Bars in Losers | 58 | 41 | 76 | 58 | 41 | 76 |
Bars Traded | 7880 | 2940 | 4940 | 7880 | 2940 | 4940 |
Profit Streak | 482.6895 | 482.6895 | 591.5229 | 482.6895 | 482.6895 | 591.5229 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528478 | -56914 | -162216 | 322658 | -59391 | -657151 |
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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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