Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201092.0699 | 1200820.8651 | 271.2048 | 433377.0547 | 1665358.3194 | -1231981.2647 |
Total P&L (%) | 1201.0921 | 1200.8209 | 0.2712 | 433.3771 | 1665.3583 | -1231.9813 |
Avg Daily Profit (%) | 0.651 | 0.6509 | 0.0001 | 0.0908 | 0.1557 | 0 |
Buy And Hold Return (%) | 456.8395 | 456.8395 | 456.8395 | 456.8395 | 456.8395 | 456.8395 |
Max Trade Drawdown | -109952 | -83904 | -93452 | -1536565 | -918099 | -1252454 |
Profit Factor | 2.5294 | 4.0352 | 1.0007 | 1.0649 | 1.5364 | 0.6551 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 46.0993 | 39.4366 | 52.8571 | 46.0993 | 39.4366 | 52.8571 |
Ratio Avg Win / Avg Loss | 2.9575 | 6.1969 | 0.8925 | 1.2451 | 2.3594 | 0.5843 |
Largest Winning Trade | 701985 | 701985 | 70515 | 1150656 | 1150656 | 414317 |
Largest Losing Trade | -80094 | -32617 | -80094 | -985003 | -391261 | -985003 |
Avg Bars in Trades | 153 | 157 | 150 | 153 | 157 | 150 |
Avg Bars in Winners | 212 | 229 | 200 | 212 | 229 | 200 |
Avg Bars in Losers | 103 | 110 | 94 | 103 | 110 | 94 |
Bars Traded | 21698 | 11157 | 10541 | 21698 | 11157 | 10541 |
Profit Streak | 41.234 | 41.234 | 49.0674 | 41.234 | 41.234 | 49.0674 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472219 | -74979 | -673063 | -386836 | -82755 | -674025 |
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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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