Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391595.2915 | 1497929.0191 | -106333.7276 | -66222.0677 | -17165.0315 | -49057.0362 |
Total P&L (%) | 1391.5953 | 1497.929 | -106.3337 | -66.2221 | -17.165 | -49.057 |
Avg Daily Profit (%) | 0.7743 | 0.8334 | -0.0592 | -0.0604 | -0.0105 | -0.0375 |
Buy And Hold Return (%) | 407.4938 | 407.4938 | 407.4938 | 407.4938 | 407.4938 | 407.4938 |
Max Trade Drawdown | -116260 | -130129 | -239941 | -60650 | -95204 | -81791 |
Profit Factor | 2.434 | 4.4442 | 0.8014 | 0.8558 | 0.9213 | 0.7965 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 32.8671 | 28.169 | 37.5 | 32.8671 | 28.169 | 37.5 |
Ratio Avg Win / Avg Loss | 4.9715 | 11.3327 | 1.3357 | 1.7479 | 2.3493 | 1.3274 |
Largest Winning Trade | 1407970 | 1407970 | 55566 | 39702 | 39702 | 30868 |
Largest Losing Trade | -86859 | -31974 | -86859 | -39602 | -16285 | -39602 |
Avg Bars in Trades | 148 | 131 | 166 | 148 | 131 | 166 |
Avg Bars in Winners | 312 | 301 | 319 | 312 | 301 | 319 |
Avg Bars in Losers | 69 | 64 | 74 | 69 | 64 | 74 |
Bars Traded | 21301 | 9320 | 11981 | 21301 | 9320 | 11981 |
Profit Streak | 16.2061 | 0 | 19.2895 | 16.2061 | 0 | 19.2895 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328804 | -84733 | -662872 | -583708 | -680806 | -662872 |
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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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