Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451300.8108 | 1573021.5692 | -121720.7584 | -58250.1393 | 54437.4876 | -112687.6269 |
Total P&L (%) | 1451.3008 | 1573.0216 | -121.7208 | -58.2501 | 54.4375 | -112.6876 |
Avg Daily Profit (%) | 0.6966 | 0.7551 | -0.0584 | -0.0419 | 0.0209 | 0 |
Buy And Hold Return (%) | 337.9562 | 337.9562 | 337.9562 | 337.9562 | 337.9562 | 337.9562 |
Max Trade Drawdown | -147797 | -126864 | -247760 | -132065 | -72521 | -143999 |
Profit Factor | 2.3724 | 4.0337 | 0.7742 | 0.8842 | 1.2184 | 0.556 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 33.8235 | 32.3529 | 35.2941 | 33.8235 | 32.3529 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.6417 | 8.4341 | 1.4193 | 1.7299 | 2.5476 | 1.0193 |
Largest Winning Trade | 1466568 | 1466568 | 52948 | 138710 | 138710 | 21169 |
Largest Losing Trade | -48851 | -48851 | -46305 | -44625 | -44625 | -37268 |
Avg Bars in Trades | 181 | 190 | 171 | 181 | 190 | 171 |
Avg Bars in Winners | 324 | 341 | 308 | 324 | 341 | 308 |
Avg Bars in Losers | 108 | 119 | 96 | 108 | 119 | 96 |
Bars Traded | 24639 | 12981 | 11658 | 24639 | 12981 | 11658 |
Profit Streak | 0 | 0 | 29.7212 | 0 | 0 | 29.7212 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320764 | -98093 | -693748 | -583930 | -446389 | -693748 |
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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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