Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409314.7818 | 1406241.0269 | 3073.7548 | 819558.166 | 1702893.763 | -883335.597 |
Total P&L (%) | 1409.3148 | 1406.241 | 3.0738 | 819.5582 | 1702.8938 | -883.3356 |
Avg Daily Profit (%) | 0.642 | 0.6406 | 0.0014 | 0.1011 | 0.1318 | 0 |
Buy And Hold Return (%) | 551.4778 | 551.4778 | 551.4778 | 551.4778 | 551.4778 | 551.4778 |
Max Trade Drawdown | -151109 | -86014 | -123869 | -3192838 | -2045356 | -2415439 |
Profit Factor | 2.6862 | 3.962 | 1.0085 | 1.064 | 1.2303 | 0.8369 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 49.3333 | 50.6667 | 48 | 49.3333 | 50.6667 | 48 |
Ratio Avg Win / Avg Loss | 2.7588 | 3.8577 | 1.0926 | 1.0927 | 1.198 | 0.9066 |
Largest Winning Trade | 996980 | 996980 | 56347 | 2094477 | 2094477 | 857947 |
Largest Losing Trade | -45003 | -41315 | -45003 | -1191489 | -1094209 | -1191489 |
Avg Bars in Trades | 85 | 118 | 52 | 85 | 118 | 52 |
Avg Bars in Winners | 104 | 138 | 69 | 104 | 138 | 69 |
Avg Bars in Losers | 66 | 97 | 36 | 66 | 97 | 36 |
Bars Traded | 12790 | 8867 | 3923 | 12790 | 8867 | 3923 |
Profit Streak | 12.0407 | 12.0407 | 83.5407 | 12.0407 | 12.0407 | 83.5407 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557079 | -40923 | -624250 | -220210 | -76253 | -637148 |
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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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