Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1853447.9966 | 2005711.9419 | -152263.9453 | -351229.6384 | -235764.1819 | -115465.4565 |
Total P&L (%) | 1853.448 | 2005.7119 | -152.2639 | -351.2296 | -235.7642 | -115.4655 |
Avg Daily Profit (%) | 0.8897 | 0.9628 | -0.0731 | 0 | 0 | 0 |
Buy And Hold Return (%) | 873.8331 | 873.8331 | 873.8331 | 873.8331 | 873.8331 | 873.8331 |
Max Trade Drawdown | -243465 | -89074 | -249605 | -1321978 | -803438 | -826895 |
Profit Factor | 2.8546 | 5.3654 | 0.718 | 0.9177 | 0.9045 | 0.9359 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 26 | 29 | 62 | 35 | 27 |
Losing Trades | 65 | 34 | 31 | 58 | 25 | 33 |
Profitability (%) | 45.8333 | 43.3333 | 48.3333 | 51.6667 | 58.3333 | 45 |
Ratio Avg Win / Avg Loss | 3.3736 | 7.0164 | 0.7675 | 0.8585 | 0.646 | 1.1439 |
Largest Winning Trade | 1835155 | 1835155 | 54012 | 529145 | 250494 | 529145 |
Largest Losing Trade | -156567 | -41111 | -156567 | -550311 | -550311 | -272042 |
Avg Bars in Trades | 205 | 210 | 201 | 205 | 210 | 201 |
Avg Bars in Winners | 298 | 327 | 273 | 146 | 152 | 138 |
Avg Bars in Losers | 127 | 120 | 134 | 269 | 291 | 253 |
Bars Traded | 24715 | 12620 | 12095 | 24715 | 12620 | 12095 |
Profit Streak | 0 | 0 | 43.4886 | 12.4052 | 36.7386 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407142 | -155322 | -750053 | -579626 | -748334 | -750236 |
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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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