Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724449.2576 | 1797536.4546 | -73087.197 | -105250.3966 | 102758.0773 | -208008.4739 |
Total P&L (%) | 1724.4493 | 1797.5365 | -73.0872 | -105.2504 | 102.7581 | -208.0085 |
Avg Daily Profit (%) | 0.9608 | 1.0016 | -0.0407 | 0 | 0.0394 | 0 |
Buy And Hold Return (%) | 391.8143 | 391.8143 | 391.8143 | 391.8143 | 391.8143 | 391.8143 |
Max Trade Drawdown | -222815 | -120320 | -232695 | -179143 | -13703 | -198743 |
Profit Factor | 2.8661 | 4.9298 | 0.8434 | 0.6284 | 2.9514 | 0.0978 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 44 | 18 | 26 | 97 | 55 | 42 |
Losing Trades | 101 | 55 | 46 | 48 | 18 | 30 |
Profitability (%) | 30.3448 | 24.6575 | 36.1111 | 66.8966 | 75.3425 | 58.3333 |
Ratio Avg Win / Avg Loss | 6.579 | 15.0631 | 1.4922 | 0.3109 | 0.9659 | 0.0699 |
Largest Winning Trade | 1716766 | 1716766 | 63514 | 103090 | 103090 | 1736 |
Largest Losing Trade | -101632 | -36085 | -101632 | -114255 | -13703 | -114255 |
Avg Bars in Trades | 144 | 135 | 154 | 144 | 135 | 154 |
Avg Bars in Winners | 299 | 307 | 294 | 82 | 89 | 73 |
Avg Bars in Losers | 77 | 79 | 74 | 270 | 277 | 266 |
Bars Traded | 20979 | 9890 | 11088 | 20979 | 9890 | 11088 |
Profit Streak | 0 | 0 | 0 | 67.1923 | 67.1923 | 93.5256 |
Trades During Streak | 0 | 0 | 0 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347458 | -83897 | -663970 | -576595 | -370162 | -657157 |
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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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