Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197089.7595 | 1206861.0916 | -9771.332 | -874030.7251 | 2834527.9012 | -3708558.6263 |
Total P&L (%) | 1197.0898 | 1206.8611 | -9.7713 | -874.0307 | 2834.5279 | -3708.5586 |
Avg Daily Profit (%) | 0.6405 | 0.6457 | -0.0052 | 0 | 0.181 | 0 |
Buy And Hold Return (%) | 462.9003 | 462.9003 | 462.9003 | 462.9003 | 462.9003 | 462.9003 |
Max Trade Drawdown | -140123 | -87307 | -149445 | -5141909 | -844129 | -5037926 |
Profit Factor | 2.7224 | 5.0854 | 0.9755 | 0.9147 | 1.9244 | 0.4833 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 73 | 34 | 39 | 78 | 44 | 34 |
Losing Trades | 76 | 41 | 35 | 71 | 31 | 40 |
Profitability (%) | 48.9933 | 45.3333 | 52.7027 | 52.349 | 58.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.8343 | 6.1324 | 0.8755 | 0.8326 | 1.3558 | 0.5686 |
Largest Winning Trade | 1026125 | 1026125 | 55532 | 799552 | 799552 | 495216 |
Largest Losing Trade | -123324 | -34018 | -123324 | -2839262 | -735463 | -2839262 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 52 | 45 | 58 | 29 | 30 | 28 |
Avg Bars in Losers | 21 | 18 | 24 | 43 | 31 | 53 |
Bars Traded | 5415 | 2307 | 3108 | 5415 | 2307 | 3108 |
Profit Streak | 9.7999 | 9.7999 | 12.4666 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526545 | -41863 | -643802 | -580079 | -45723 | -646812 |
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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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