Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532906.6643 | 1665629.6048 | -132722.9406 | -91111.7899 | -43367.0472 | -47744.7426 |
Total P&L (%) | 1532.9067 | 1665.6296 | -132.7229 | -91.1118 | -43.367 | -47.7447 |
Avg Daily Profit (%) | 0.6494 | 0.7057 | -0.0562 | -0.1025 | -0.0241 | -0.0275 |
Buy And Hold Return (%) | 423.5487 | 423.5487 | 423.5487 | 423.5487 | 423.5487 | 423.5487 |
Max Trade Drawdown | -274411 | -183875 | -210238 | -99993 | -55048 | -52274 |
Profit Factor | 2.6649 | 4.6894 | 0.7172 | 0.6001 | 0.6377 | 0.5586 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 39.2157 | 35.0649 | 43.4211 | 39.2157 | 35.0649 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.1306 | 8.684 | 0.9345 | 0.9302 | 1.1809 | 0.7279 |
Largest Winning Trade | 1587759 | 1587759 | 48756 | 45954 | 45954 | 18249 |
Largest Losing Trade | -94389 | -49216 | -94389 | -13269 | -11616 | -13269 |
Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Winners | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 6933 | 3115 | 3818 | 6933 | 3115 | 3818 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396350 | -30121 | -632794 | -584170 | -626877 | -632794 |
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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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