Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837139.4648 | 752142.445 | 84997.0198 | 4510784.8626 | 4599392.6157 | -88607.7531 |
Total P&L (%) | 837.1395 | 752.1424 | 84.997 | 4510.7849 | 4599.3926 | -88.6078 |
Avg Daily Profit (%) | 0.3349 | 0.3009 | 0.034 | 0.1534 | 0.1542 | -0.0869 |
Buy And Hold Return (%) | 630.4028 | 630.4028 | 630.4028 | 630.4028 | 630.4028 | 630.4028 |
Max Trade Drawdown | -63626 | -27430 | -90918 | -1453122 | -1139010 | -675877 |
Profit Factor | 2.3225 | 3.5905 | 1.2481 | 1.636 | 2.1505 | 0.9714 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 43.1507 | 42.4658 | 43.8356 | 43.1507 | 42.4658 | 43.8356 |
Ratio Avg Win / Avg Loss | 3.0598 | 4.8645 | 1.5991 | 2.1554 | 2.9136 | 1.2446 |
Largest Winning Trade | 357474 | 357474 | 49466 | 2880458 | 2880458 | 601195 |
Largest Losing Trade | -48908 | -15657 | -48908 | -719899 | -719899 | -569149 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 150 | 148 | 151 | 150 | 148 | 151 |
Avg Bars in Losers | 63 | 52 | 75 | 63 | 52 | 75 |
Bars Traded | 14758 | 6795 | 7963 | 14758 | 6795 | 7963 |
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 | -52414 | -164924 | -386717 | 304558 | -63151 | -653466 |
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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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