Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077882.752 | 1329065.3772 | -251182.6252 | -98468.3836 | 908649.6315 | -1007118.015 |
Total P&L (%) | 1077.8828 | 1329.0654 | -251.1826 | -98.4684 | 908.6496 | -1007.118 |
Avg Daily Profit (%) | 0.4874 | 0.601 | -0.1136 | -0.1888 | 0.1046 | 0 |
Buy And Hold Return (%) | 199.2502 | 199.2502 | 199.2502 | 199.2502 | 199.2502 | 199.2502 |
Max Trade Drawdown | -529302 | -300675 | -365152 | -1716643 | -920216 | -1159631 |
Profit Factor | 1.8451 | 3.0098 | 0.591 | 0.9742 | 1.4716 | 0.4668 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 38.2166 | 38.4615 | 37.9747 | 38.2166 | 38.4615 | 37.9747 |
Ratio Avg Win / Avg Loss | 2.983 | 4.8158 | 0.9653 | 1.5749 | 2.3545 | 0.7624 |
Largest Winning Trade | 1483025 | 1483025 | 44120 | 1609183 | 1609183 | 198386 |
Largest Losing Trade | -49307 | -36414 | -49307 | -427075 | -348299 | -427075 |
Avg Bars in Trades | 40 | 52 | 29 | 40 | 52 | 29 |
Avg Bars in Winners | 52 | 72 | 32 | 52 | 72 | 32 |
Avg Bars in Losers | 33 | 39 | 27 | 33 | 39 | 27 |
Bars Traded | 6407 | 4077 | 2330 | 6407 | 4077 | 2330 |
Profit Streak | 76.7473 | 94.7473 | 76.7473 | 76.7473 | 94.7473 | 76.7473 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381417 | -20592 | -611170 | -580340 | -90028 | -611170 |
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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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