Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017149.4982 | 1070029.2769 | -52879.7787 | -56189.8914 | 759286.1618 | -815476.0532 |
Total P&L (%) | 1017.1495 | 1070.0293 | -52.8798 | -56.1899 | 759.2862 | -815.4761 |
Avg Daily Profit (%) | 0.5697 | 0.5993 | -0.0296 | -0.0462 | 0.1205 | 0 |
Buy And Hold Return (%) | 207.5068 | 207.5068 | 207.5068 | 207.5068 | 207.5068 | 207.5068 |
Max Trade Drawdown | -155734 | -148805 | -204925 | -773544 | -152207 | -901819 |
Profit Factor | 2.1018 | 3.8802 | 0.9041 | 0.9633 | 3.454 | 0.3328 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 48.2993 | 42.4658 | 54.0541 | 48.2993 | 42.4658 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.2498 | 5.2571 | 0.7685 | 1.0312 | 4.6796 | 0.2829 |
Largest Winning Trade | 864521 | 864521 | 58149 | 716222 | 716222 | 78240 |
Largest Losing Trade | -87831 | -34807 | -87831 | -701830 | -46516 | -701830 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3437 | 1577 | 1860 | 3437 | 1577 | 1860 |
Profit Streak | 36.37 | 36.37 | 46.37 | 36.37 | 36.37 | 46.37 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547765 | -56871 | -642736 | -577668 | -101656 | -642736 |
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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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