Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199703.825 | 1384915.1995 | -185211.3745 | -101130.2528 | 37864.3459 | -138994.5987 |
Total P&L (%) | 1199.7038 | 1384.9152 | -185.2114 | -101.1303 | 37.8643 | -138.9946 |
Avg Daily Profit (%) | 0.6688 | 0.7721 | -0.1033 | 0 | 0.0179 | 0 |
Buy And Hold Return (%) | 349.8568 | 349.8568 | 349.8568 | 349.8568 | 349.8568 | 349.8568 |
Max Trade Drawdown | -281971 | -118489 | -321226 | -124549 | -24041 | -137808 |
Profit Factor | 2.0886 | 3.9641 | 0.7082 | 0.4692 | 2.0681 | 0.1038 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 52 | 22 | 30 | 87 | 49 | 38 |
Losing Trades | 88 | 48 | 40 | 53 | 21 | 32 |
Profitability (%) | 37.1429 | 31.4286 | 42.8571 | 62.1429 | 70 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.5346 | 8.649 | 0.9443 | 0.2859 | 0.8863 | 0.0874 |
Largest Winning Trade | 1358947 | 1358947 | 63172 | 40607 | 40607 | 6039 |
Largest Losing Trade | -104603 | -35103 | -104603 | -101050 | -24041 | -101050 |
Avg Bars in Trades | 150 | 138 | 163 | 150 | 138 | 163 |
Avg Bars in Winners | 271 | 271 | 270 | 86 | 88 | 84 |
Avg Bars in Losers | 79 | 77 | 82 | 256 | 254 | 257 |
Bars Traded | 21125 | 9695 | 11430 | 21125 | 9695 | 11430 |
Profit Streak | 30.1581 | 31.0748 | 0 | 0 | 0 | 54.6581 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331096 | -83436 | -678013 | -578833 | -425147 | -672998 |
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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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