Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785600.6838 | 817272.1615 | -31671.4777 | -50409.1176 | 9311.0735 | -59720.1912 |
Total P&L (%) | 785.6007 | 817.2722 | -31.6715 | -50.4091 | 9.3111 | -59.7202 |
Avg Daily Profit (%) | 0.4152 | 0.432 | -0.0167 | -0.0371 | 0.0047 | -0.0481 |
Buy And Hold Return (%) | 29.4648 | 29.4648 | 29.4648 | 29.4648 | 29.4648 | 29.4648 |
Max Trade Drawdown | -141972 | -134243 | -55646 | -795706 | -694439 | -175859 |
Profit Factor | 1.9171 | 2.2884 | 0.8575 | 0.9777 | 1.0053 | 0.8804 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 48.951 | 42.2535 | 55.5556 | 48.951 | 42.2535 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9993 | 3.1275 | 0.686 | 1.0196 | 1.3739 | 0.7043 |
Largest Winning Trade | 835397 | 835397 | 30844 | 678515 | 678515 | 57065 |
Largest Losing Trade | -58994 | -58994 | -25649 | -475160 | -475160 | -145932 |
Avg Bars in Trades | 38 | 71 | 5 | 38 | 71 | 5 |
Avg Bars in Winners | 37 | 80 | 5 | 37 | 80 | 5 |
Avg Bars in Losers | 39 | 65 | 6 | 39 | 65 | 6 |
Bars Traded | 5524 | 5103 | 422 | 5524 | 5103 | 422 |
Profit Streak | 35.261 | 35.261 | 78.261 | 35.261 | 35.261 | 78.261 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537442 | -75050 | -657996 | -577699 | -656441 | -657996 |
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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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