Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389445.6842 | 1450212.7807 | -60767.0964 | 133578.2403 | 297815.4853 | -164237.245 |
Total P&L (%) | 1389.4457 | 1450.2128 | -60.7671 | 133.5782 | 297.8155 | -164.2372 |
Avg Daily Profit (%) | 0.6669 | 0.6961 | -0.0292 | 0.0407 | 0.0663 | 0 |
Buy And Hold Return (%) | 235.8033 | 235.8033 | 235.8033 | 235.8033 | 235.8033 | 235.8033 |
Max Trade Drawdown | -157697 | -74411 | -198247 | -482296 | -305974 | -264935 |
Profit Factor | 2.7399 | 4.891 | 0.8573 | 1.0764 | 1.3589 | 0.8212 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 40.1639 | 36.0656 | 44.2623 | 40.1639 | 36.0656 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.0818 | 8.6703 | 1.0796 | 1.6036 | 2.409 | 1.0341 |
Largest Winning Trade | 1252260 | 1252260 | 65286 | 287772 | 287772 | 130753 |
Largest Losing Trade | -50318 | -47667 | -50318 | -192496 | -90587 | -192496 |
Avg Bars in Trades | 199 | 183 | 215 | 199 | 183 | 215 |
Avg Bars in Winners | 329 | 311 | 343 | 329 | 311 | 343 |
Avg Bars in Losers | 113 | 112 | 114 | 113 | 112 | 114 |
Bars Traded | 24392 | 11219 | 13173 | 24392 | 11219 | 13173 |
Profit Streak | 0 | 0 | 27.4396 | 0 | 0 | 27.4396 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468604 | -147950 | -742482 | -443149 | -354187 | -742482 |
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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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