Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417108.2646 | 1425734.9185 | -8626.6538 | -116962.8444 | -337489.1761 | 220526.3317 |
Total P&L (%) | 1417.1083 | 1425.7349 | -8.6267 | -116.9628 | -337.4892 | 220.5263 |
Avg Daily Profit (%) | 0.7555 | 0.7601 | -0.0046 | 0 | 0 | 0.0621 |
Buy And Hold Return (%) | 540.5432 | 540.5432 | 540.5432 | 540.5432 | 540.5432 | 540.5432 |
Max Trade Drawdown | -175214 | -105872 | -148022 | -945283 | -853299 | -544086 |
Profit Factor | 2.6298 | 5.2724 | 0.9839 | 0.9487 | 0.6922 | 1.1865 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 74 | 33 | 41 | 54 | 33 | 21 |
Losing Trades | 57 | 32 | 25 | 77 | 32 | 45 |
Profitability (%) | 56.4886 | 50.7692 | 62.1212 | 41.2214 | 50.7692 | 31.8182 |
Ratio Avg Win / Avg Loss | 2.0257 | 5.1126 | 0.5999 | 1.3527 | 0.6712 | 2.5424 |
Largest Winning Trade | 696960 | 696960 | 63656 | 651832 | 207549 | 651832 |
Largest Losing Trade | -113097 | -33247 | -113097 | -529006 | -529006 | -199973 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 46 | 47 | 45 | 35 | 34 | 36 |
Avg Bars in Losers | 35 | 35 | 35 | 45 | 48 | 43 |
Bars Traded | 5431 | 2700 | 2731 | 5431 | 2700 | 2731 |
Profit Streak | 0 | 0 | 0 | 8.5344 | 18.201 | 8.5344 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559523 | -114194 | -703387 | -581055 | -711794 | -420921 |
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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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