Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670434.6542 | 633183.4809 | 37251.1733 | 825632.2041 | 3277078.072 | -2451445.8678 |
Total P&L (%) | 670.4347 | 633.1835 | 37.2512 | 825.6322 | 3277.0781 | -2451.4459 |
Avg Daily Profit (%) | 0.3687 | 0.3482 | 0.0205 | 0.1225 | 0.1938 | 0 |
Buy And Hold Return (%) | 190.7239 | 190.7239 | 190.7239 | 190.7239 | 190.7239 | 190.7239 |
Max Trade Drawdown | -164134 | -110958 | -82710 | -5840837 | -3472780 | -3025835 |
Profit Factor | 1.9997 | 2.9847 | 1.106 | 1.0631 | 1.5317 | 0.6455 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 47.651 | 50 | 45.3333 | 47.651 | 50 | 45.3333 |
Ratio Avg Win / Avg Loss | 2.1969 | 2.9847 | 1.3337 | 1.1679 | 1.5317 | 0.7784 |
Largest Winning Trade | 228490 | 228490 | 65202 | 3131614 | 3131614 | 1036395 |
Largest Losing Trade | -42451 | -37205 | -42451 | -2175578 | -935174 | -2175578 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 63 | 52 | 74 | 63 | 52 | 74 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 7017 | 3237 | 3780 | 7017 | 3237 | 3780 |
Profit Streak | 0 | 47.6074 | 0 | 0 | 47.6074 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363854 | -51290 | -494018 | -182643 | -52873 | -639550 |
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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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