Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935251.9132 | 1063005.0734 | -127753.1602 | -72020.522 | 76971.864 | -148992.386 |
Total P&L (%) | 935.2519 | 1063.0051 | -127.7532 | -72.0205 | 76.9719 | -148.9924 |
Avg Daily Profit (%) | 0.3737 | 0.4247 | -0.051 | -0.0509 | 0.0228 | 0 |
Buy And Hold Return (%) | 385.4975 | 385.4975 | 385.4975 | 385.4975 | 385.4975 | 385.4975 |
Max Trade Drawdown | -322836 | -211594 | -171038 | -913449 | -720693 | -268845 |
Profit Factor | 2.0815 | 2.904 | 0.5831 | 0.9647 | 1.0534 | 0.7509 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 42.3841 | 37.3333 | 47.3684 | 42.3841 | 37.3333 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8296 | 4.8746 | 0.6479 | 1.3114 | 1.7682 | 0.8343 |
Largest Winning Trade | 996925 | 996925 | 16619 | 786205 | 786205 | 105848 |
Largest Losing Trade | -47659 | -47659 | -37604 | -293897 | -293897 | -147577 |
Avg Bars in Trades | 44 | 79 | 11 | 44 | 79 | 11 |
Avg Bars in Winners | 62 | 131 | 8 | 62 | 131 | 8 |
Avg Bars in Losers | 32 | 47 | 13 | 32 | 47 | 13 |
Bars Traded | 6789 | 5940 | 849 | 6789 | 5940 | 849 |
Profit Streak | 103.1715 | 103.1715 | 169.5048 | 103.1715 | 103.1715 | 169.5048 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312977 | -48749 | -629598 | -579848 | -549785 | -629598 |
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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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