Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330550.6214 | 1287868.8702 | 42681.7512 | 2326211.0132 | 3481252.0262 | -1155041.0131 |
Total P&L (%) | 1330.5506 | 1287.8689 | 42.6818 | 2326.211 | 3481.252 | -1155.041 |
Avg Daily Profit (%) | 0.7335 | 0.71 | 0.0235 | 0.1759 | 0.1975 | 0 |
Buy And Hold Return (%) | 556.0671 | 556.0671 | 556.0671 | 556.0671 | 556.0671 | 556.0671 |
Max Trade Drawdown | -82789 | -99826 | -56252 | -5500441 | -3373808 | -2807881 |
Profit Factor | 2.9272 | 4.7567 | 1.1228 | 1.123 | 1.3735 | 0.8795 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 46.3235 | 42.6471 | 50 | 46.3235 | 42.6471 | 50 |
Ratio Avg Win / Avg Loss | 3.3918 | 6.397 | 1.1228 | 1.3013 | 1.8471 | 0.8795 |
Largest Winning Trade | 772126 | 772126 | 77017 | 4594538 | 4594538 | 1341053 |
Largest Losing Trade | -38523 | -38523 | -26196 | -1637452 | -1637452 | -1256301 |
Avg Bars in Trades | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Winners | 109 | 97 | 119 | 109 | 97 | 119 |
Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
Bars Traded | 10726 | 4937 | 5789 | 10726 | 4937 | 5789 |
Profit Streak | 0 | 100.2662 | 0 | 0 | 100.2662 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462496 | -95651 | -521852 | -80495 | -101715 | -689958 |
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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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