Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827836.2364 | 818607.7854 | 9228.451 | 269613.8448 | 986081.1434 | -716467.2986 |
Total P&L (%) | 827.8362 | 818.6078 | 9.2285 | 269.6138 | 986.0811 | -716.4673 |
Avg Daily Profit (%) | 0.4462 | 0.4412 | 0.005 | 0.0705 | 0.1286 | 0 |
Buy And Hold Return (%) | 120.0108 | 120.0108 | 120.0108 | 120.0108 | 120.0108 | 120.0108 |
Max Trade Drawdown | -120187 | -122706 | -74482 | -1438147 | -1197668 | -957117 |
Profit Factor | 1.7723 | 2.2492 | 1.0222 | 1.0323 | 1.1977 | 0.7874 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 35.503 | 28.5714 | 42.3529 | 35.503 | 28.5714 | 42.3529 |
Ratio Avg Win / Avg Loss | 3.2197 | 5.623 | 1.3913 | 1.8753 | 2.9944 | 1.0718 |
Largest Winning Trade | 404496 | 404496 | 41756 | 1211196 | 1211196 | 349829 |
Largest Losing Trade | -42840 | -42840 | -28789 | -685218 | -685218 | -301840 |
Avg Bars in Trades | 43 | 66 | 19 | 43 | 66 | 19 |
Avg Bars in Winners | 80 | 156 | 30 | 80 | 156 | 30 |
Avg Bars in Losers | 22 | 31 | 11 | 22 | 31 | 11 |
Bars Traded | 7285 | 5626 | 1659 | 7285 | 5626 | 1659 |
Profit Streak | 10.8113 | 0 | 42.3113 | 10.8113 | 0 | 42.3113 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335779 | -142 | -550147 | -292113 | -37185 | -581146 |
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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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