Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634160.4188 | 1809499.8871 | -175339.4683 | -137066.1737 | 41844.1152 | -178910.2889 |
Total P&L (%) | 1634.1604 | 1809.4999 | -175.3395 | -137.0662 | 41.8441 | -178.9103 |
Avg Daily Profit (%) | 0.7846 | 0.8688 | -0.0842 | 0 | 0.0168 | 0 |
Buy And Hold Return (%) | 730.7787 | 730.7787 | 730.7787 | 730.7787 | 730.7787 | 730.7787 |
Max Trade Drawdown | -241974 | -130892 | -228029 | -896038 | -466538 | -563432 |
Profit Factor | 2.5376 | 4.6797 | 0.693 | 0.9349 | 1.0397 | 0.8301 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 60 | 27 | 33 | 95 | 53 | 42 |
Losing Trades | 96 | 51 | 45 | 61 | 25 | 36 |
Profitability (%) | 38.4615 | 34.6154 | 42.3077 | 60.8974 | 67.9487 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.0602 | 8.8395 | 0.9449 | 0.6003 | 0.4904 | 0.7115 |
Largest Winning Trade | 1745359 | 1745359 | 49426 | 272237 | 272237 | 151684 |
Largest Losing Trade | -126647 | -32002 | -126647 | -510098 | -466538 | -510098 |
Avg Bars in Trades | 156 | 155 | 157 | 156 | 155 | 157 |
Avg Bars in Winners | 252 | 268 | 239 | 107 | 109 | 105 |
Avg Bars in Losers | 96 | 94 | 97 | 232 | 252 | 218 |
Bars Traded | 24387 | 12094 | 12293 | 24387 | 12094 | 12293 |
Profit Streak | 0 | 0 | 38.3346 | 14.918 | 17.2513 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319964 | -23370 | -617239 | -577960 | -545998 | -614737 |
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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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