Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404216.7389 | 1435925.5386 | -31708.7997 | -2396.5521 | 962473.7318 | -964870.2838 |
Total P&L (%) | 1404.2167 | 1435.9255 | -31.7088 | -2.3966 | 962.4737 | -964.8703 |
Avg Daily Profit (%) | 0.674 | 0.6892 | -0.0152 | -0.0012 | 0.1135 | 0 |
Buy And Hold Return (%) | 95.6757 | 95.6757 | 95.6757 | 95.6757 | 95.6757 | 95.6757 |
Max Trade Drawdown | -202215 | -181179 | -74701 | -4456947 | -3444187 | -1128357 |
Profit Factor | 2.6895 | 3.4027 | 0.8642 | 0.9997 | 1.1714 | 0.3905 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Profitability (%) | 50.3268 | 53.9474 | 46.7532 | 50.3268 | 53.9474 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.6546 | 2.9047 | 0.9842 | 0.9867 | 1 | 0.4448 |
Largest Winning Trade | 1117692 | 1117692 | 20237 | 4157449 | 4157449 | 90984 |
Largest Losing Trade | -73028 | -73028 | -35102 | -2202947 | -2202947 | -779530 |
Avg Bars in Trades | 160 | 284 | 38 | 160 | 284 | 38 |
Avg Bars in Winners | 175 | 303 | 29 | 175 | 303 | 29 |
Avg Bars in Losers | 146 | 263 | 45 | 146 | 263 | 45 |
Bars Traded | 24591 | 21650 | 2941 | 24591 | 21650 | 2941 |
Profit Streak | 0 | 53.7375 | 0 | 0 | 53.7375 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 650312 | -29657 | -623998 | -579933 | -121393 | -623998 |
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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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