Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598771.3638 | 1623736.695 | -24965.3312 | -14854.3926 | 420122.1713 | -434976.5639 |
Total P&L (%) | 1598.7714 | 1623.7367 | -24.9653 | -14.8544 | 420.1222 | -434.9766 |
Avg Daily Profit (%) | 0.8656 | 0.8791 | -0.0135 | -0.0087 | 0.0893 | 0 |
Buy And Hold Return (%) | 11.2971 | 11.2971 | 11.2971 | 11.2971 | 11.2971 | 11.2971 |
Max Trade Drawdown | -189014 | -189536 | -87363 | -1262548 | -997319 | -696050 |
Profit Factor | 2.8058 | 3.8407 | 0.9204 | 0.996 | 1.1832 | 0.7015 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 42.069 | 37.5 | 46.5753 | 42.069 | 37.5 | 46.5753 |
Ratio Avg Win / Avg Loss | 3.8637 | 6.4012 | 1.0558 | 1.3716 | 1.9721 | 0.8047 |
Largest Winning Trade | 1576814 | 1576814 | 36770 | 1092349 | 1092349 | 354476 |
Largest Losing Trade | -37877 | -37877 | -30353 | -289132 | -289132 | -200456 |
Avg Bars in Trades | 150 | 236 | 65 | 150 | 236 | 65 |
Avg Bars in Winners | 195 | 350 | 72 | 195 | 350 | 72 |
Avg Bars in Losers | 117 | 167 | 59 | 117 | 167 | 59 |
Bars Traded | 21781 | 17006 | 4775 | 21781 | 17006 | 4775 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571593 | -64139 | -652401 | -581811 | -175891 | -654067 |
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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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