Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2525349.0644 | 2592261.728 | -66912.6635 | 106378.5256 | 1785419.7907 | -1679041.2651 |
Total P&L (%) | 2525.3491 | 2592.2617 | -66.9127 | 106.3785 | 1785.4198 | -1679.0413 |
Avg Daily Profit (%) | 1.0706 | 1.099 | -0.0284 | 0.0307 | 0.1246 | 0 |
Buy And Hold Return (%) | 776.7442 | 776.7442 | 776.7442 | 776.7442 | 776.7442 | 776.7442 |
Max Trade Drawdown | -265555 | -198360 | -168464 | -2590080 | -863437 | -1835766 |
Profit Factor | 4.3455 | 7.3043 | 0.8053 | 1.0276 | 2.166 | 0.2787 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 45.5446 | 36 | 54.902 | 45.5446 | 36 | 54.902 |
Ratio Avg Win / Avg Loss | 5.1957 | 12.9854 | 0.6615 | 1.2286 | 3.8507 | 0.229 |
Largest Winning Trade | 2482120 | 2482120 | 28802 | 2562535 | 2562535 | 231140 |
Largest Losing Trade | -53066 | -35731 | -53066 | -1414645 | -447049 | -1414645 |
Avg Bars in Trades | 137 | 228 | 47 | 137 | 228 | 47 |
Avg Bars in Winners | 167 | 346 | 51 | 167 | 346 | 51 |
Avg Bars in Losers | 112 | 162 | 42 | 112 | 162 | 42 |
Bars Traded | 13864 | 11446 | 2419 | 13864 | 11446 | 2419 |
Profit Streak | 0 | 84.3916 | 0 | 0 | 84.3916 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589110 | -165799 | -760197 | -509292 | -212006 | -760197 |
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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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