Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1744231.6991 | 1738391.7915 | 5839.9076 | 15552.0965 | 742188.5279 | -726636.4315 |
Total P&L (%) | 1744.2317 | 1738.3918 | 5.8399 | 15.5521 | 742.1885 | -726.6364 |
Avg Daily Profit (%) | 0.7683 | 0.7657 | 0.0026 | 0.0064 | 0.0939 | 0 |
Buy And Hold Return (%) | 196.7603 | 196.7603 | 196.7603 | 196.7603 | 196.7603 | 196.7603 |
Max Trade Drawdown | -122634 | -121018 | -189052 | -666390 | -317516 | -954428 |
Profit Factor | 2.8904 | 4.9001 | 1.0122 | 1.0067 | 1.7949 | 0.4814 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 43.1507 | 39.726 | 46.5753 | 43.1507 | 39.726 | 46.5753 |
Ratio Avg Win / Avg Loss | 3.8079 | 7.4347 | 1.1611 | 1.3262 | 2.7233 | 0.5522 |
Largest Winning Trade | 1479230 | 1479230 | 50377 | 538321 | 538321 | 70668 |
Largest Losing Trade | -91606 | -31337 | -91606 | -641100 | -161086 | -641100 |
Avg Bars in Trades | 91 | 86 | 97 | 91 | 86 | 97 |
Avg Bars in Winners | 137 | 134 | 140 | 137 | 134 | 140 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 13385 | 6288 | 7097 | 13385 | 6288 | 7097 |
Profit Streak | 0 | 0 | 26.0157 | 0 | 0 | 26.0157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580895 | -55359 | -634961 | -565572 | -142163 | -653525 |
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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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