Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192165.7248 | 1397578.3685 | -205412.6437 | -104322.5021 | 29021.3385 | -133343.8406 |
Total P&L (%) | 1192.1657 | 1397.5784 | -205.4126 | -104.3225 | 29.0213 | -133.3438 |
Avg Daily Profit (%) | 0.6651 | 0.7797 | -0.1146 | 0 | 0.0142 | 0 |
Buy And Hold Return (%) | 442.7209 | 442.7209 | 442.7209 | 442.7209 | 442.7209 | 442.7209 |
Max Trade Drawdown | -335715 | -138952 | -330857 | -83356 | -14941 | -100703 |
Profit Factor | 2.1529 | 4.2349 | 0.6588 | 0.4597 | 1.8345 | 0.1577 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 18 | 29 | 68 | 42 | 26 |
Losing Trades | 71 | 41 | 30 | 50 | 17 | 33 |
Profitability (%) | 39.8305 | 30.5085 | 49.1525 | 57.6271 | 71.1864 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.2522 | 9.6462 | 0.6815 | 0.338 | 0.7426 | 0.2002 |
Largest Winning Trade | 1370002 | 1370002 | 55046 | 35780 | 35780 | 12570 |
Largest Losing Trade | -117271 | -33143 | -117271 | -77362 | -14941 | -77362 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 51 | 53 | 51 | 16 | 17 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 48 | 49 | 47 |
Bars Traded | 3518 | 1572 | 1946 | 3518 | 1572 | 1946 |
Profit Streak | 0 | 0 | 0 | 53.0087 | 66.5087 | 53.0087 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336964 | -167005 | -757787 | -577789 | -511611 | -759202 |
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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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