Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457414.2988 | 1478619.0432 | -21204.7444 | 400681.5693 | 434934.0604 | -34252.4911 |
Total P&L (%) | 1457.4143 | 1478.619 | -21.2047 | 400.6816 | 434.9341 | -34.2525 |
Avg Daily Profit (%) | 0.6414 | 0.6507 | -0.0093 | 0.0709 | 0.0738 | -0.0185 |
Buy And Hold Return (%) | 247.2637 | 247.2637 | 247.2637 | 247.2637 | 247.2637 | 247.2637 |
Max Trade Drawdown | -110964 | -113095 | -117719 | -1052125 | -850771 | -506139 |
Profit Factor | 3.0575 | 5.1623 | 0.9399 | 1.1149 | 1.2402 | 0.9796 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 41.4474 | 38.1579 | 44.7368 | 41.4474 | 38.1579 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.3193 | 8.3665 | 1.1611 | 1.5751 | 2.0099 | 1.21 |
Largest Winning Trade | 1163132 | 1163132 | 54462 | 926071 | 926071 | 266594 |
Largest Losing Trade | -49344 | -20529 | -49344 | -152476 | -151050 | -152476 |
Avg Bars in Trades | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Winners | 90 | 119 | 65 | 90 | 119 | 65 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 8309 | 4901 | 3408 | 8309 | 4901 | 3408 |
Profit Streak | 8.5481 | 17.7981 | 8.5481 | 8.5481 | 17.7981 | 8.5481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558259 | -34373 | -629945 | -202077 | -155529 | -629945 |
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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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