Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983846.0356 | 965199.0782 | 18646.9574 | -146694.5372 | 140829.5499 | -287524.0871 |
Total P&L (%) | 983.846 | 965.1991 | 18.647 | -146.6945 | 140.8296 | -287.5241 |
Avg Daily Profit (%) | 0.4724 | 0.4635 | 0.009 | 0 | 0.0422 | 0 |
Buy And Hold Return (%) | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 |
Max Trade Drawdown | -195804 | -187252 | -186836 | -918102 | -418190 | -607546 |
Profit Factor | 2.0426 | 3.0007 | 1.0404 | 0.9113 | 1.1828 | 0.6749 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 64 | 30 | 34 | 86 | 45 | 41 |
Losing Trades | 83 | 43 | 40 | 61 | 28 | 33 |
Profitability (%) | 43.5374 | 41.0959 | 45.9459 | 58.5034 | 61.6438 | 55.4054 |
Ratio Avg Win / Avg Loss | 2.6489 | 4.301 | 1.224 | 0.6464 | 0.736 | 0.5432 |
Largest Winning Trade | 309706 | 309706 | 81275 | 439003 | 439003 | 90128 |
Largest Losing Trade | -101754 | -28582 | -101754 | -549610 | -184794 | -549610 |
Avg Bars in Trades | 165 | 172 | 158 | 165 | 172 | 158 |
Avg Bars in Winners | 246 | 275 | 221 | 133 | 138 | 127 |
Avg Bars in Losers | 102 | 100 | 105 | 211 | 226 | 197 |
Bars Traded | 24318 | 12573 | 11745 | 24318 | 12573 | 11745 |
Profit Streak | 0 | 0 | 0 | 27.7378 | 28.4878 | 27.7378 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436475 | -59399 | -588738 | -578275 | -236815 | -643716 |
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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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