Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107255.2195 | 1174382.3646 | -67127.1451 | -94287.6174 | 511627.7914 | -605915.4088 |
Total P&L (%) | 1107.2552 | 1174.3824 | -67.1271 | -94.2876 | 511.6278 | -605.9154 |
Avg Daily Profit (%) | 0.4771 | 0.506 | -0.0289 | -0.1233 | 0.0781 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210898 | -115362 | -289773 | -525819 | -69608 | -770003 |
Profit Factor | 1.9123 | 3.0694 | 0.8961 | 0.914 | 3.1559 | 0.295 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 51.5924 | 44.8718 | 58.2278 | 51.5924 | 44.8718 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.7943 | 3.7709 | 0.6429 | 0.8576 | 3.8773 | 0.2116 |
Largest Winning Trade | 1056225 | 1056225 | 64400 | 327092 | 327092 | 77151 |
Largest Losing Trade | -87708 | -45445 | -87708 | -314049 | -41693 | -314049 |
Avg Bars in Trades | 28 | 34 | 21 | 28 | 34 | 21 |
Avg Bars in Winners | 31 | 40 | 24 | 31 | 40 | 24 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 4403 | 2680 | 1722 | 4403 | 2680 | 1722 |
Profit Streak | 54.4971 | 54.4971 | 82.9971 | 54.4971 | 54.4971 | 82.9971 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602950 | -19373 | -605152 | -578066 | -118175 | -605152 |
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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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