Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287460.6523 | 1352871.7789 | -65411.1267 | 61998.489 | 190355.6302 | -128357.1412 |
Total P&L (%) | 1287.4607 | 1352.8718 | -65.4111 | 61.9985 | 190.3556 | -128.3571 |
Avg Daily Profit (%) | 0.5709 | 0.5999 | -0.029 | 0.0214 | 0.0473 | 0 |
Buy And Hold Return (%) | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 |
Max Trade Drawdown | -154520 | -81731 | -161921 | -627600 | -341849 | -419151 |
Profit Factor | 2.4329 | 4.4214 | 0.87 | 1.026 | 1.1833 | 0.9045 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.8485 | 42.1687 | 47.561 | 44.8485 | 42.1687 | 47.561 |
Ratio Avg Win / Avg Loss | 2.9918 | 6.0636 | 0.9592 | 1.2617 | 1.6228 | 0.9973 |
Largest Winning Trade | 985514 | 985514 | 56842 | 327849 | 327849 | 204848 |
Largest Losing Trade | -65516 | -46224 | -65516 | -218111 | -126756 | -218111 |
Avg Bars in Trades | 51 | 45 | 58 | 51 | 45 | 58 |
Avg Bars in Winners | 80 | 69 | 90 | 80 | 69 | 90 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 8558 | 3793 | 4765 | 8558 | 3793 | 4765 |
Profit Streak | 36.766 | 36.766 | 43.766 | 36.766 | 36.766 | 43.766 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476286 | 489663 | -585197 | -521599 | -315741 | -585197 |
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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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