Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259746.0444 | 1355534.0351 | -95787.9907 | 41023.6565 | 390313.2707 | -349289.6142 |
Total P&L (%) | 1259.746 | 1355.534 | -95.788 | 41.0237 | 390.3133 | -349.2896 |
Avg Daily Profit (%) | 0.6831 | 0.735 | -0.0519 | 0.0186 | 0.0862 | 0 |
Buy And Hold Return (%) | 435.5414 | 435.5414 | 435.5414 | 435.5414 | 435.5414 | 435.5414 |
Max Trade Drawdown | -163759 | -149545 | -116544 | -531800 | -401322 | -393327 |
Profit Factor | 2.1991 | 3.5256 | 0.8136 | 1.0185 | 1.3656 | 0.6974 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 69 | 25 | 44 | 69 | 25 | 44 |
Losing Trades | 115 | 67 | 48 | 115 | 67 | 48 |
Profitability (%) | 37.5 | 27.1739 | 47.8261 | 37.5 | 27.1739 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.6652 | 9.4487 | 0.8876 | 1.6974 | 3.6598 | 0.7608 |
Largest Winning Trade | 861991 | 861991 | 56844 | 436837 | 436837 | 147988 |
Largest Losing Trade | -41869 | -41869 | -33358 | -138175 | -82726 | -138175 |
Avg Bars in Trades | 117 | 160 | 73 | 117 | 160 | 73 |
Avg Bars in Winners | 182 | 342 | 92 | 182 | 342 | 92 |
Avg Bars in Losers | 77 | 92 | 57 | 77 | 92 | 57 |
Bars Traded | 21562 | 14757 | 6805 | 21562 | 14757 | 6805 |
Profit Streak | 39.4354 | 39.4354 | 59.1854 | 39.4354 | 39.4354 | 59.1854 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368455 | -3681 | -581371 | -535743 | -261985 | -581371 |
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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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