Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042666.9346 | 1164380.9493 | -121714.0147 | -25920.695 | 23656.54 | -49577.235 |
Total P&L (%) | 1042.6669 | 1164.3809 | -121.714 | -25.9207 | 23.6565 | -49.5772 |
Avg Daily Profit (%) | 0.4623 | 0.5163 | -0.054 | -0.0133 | 0.0094 | -0.0304 |
Buy And Hold Return (%) | 377.9939 | 377.9939 | 377.9939 | 377.9939 | 377.9939 | 377.9939 |
Max Trade Drawdown | -197584 | -88215 | -228282 | -108685 | -59838 | -80303 |
Profit Factor | 2.1083 | 4.0553 | 0.7825 | 0.9532 | 1.0978 | 0.8412 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 39.726 | 41.0959 | 38.3562 | 39.726 | 41.0959 | 38.3562 |
Ratio Avg Win / Avg Loss | 3.1988 | 5.8126 | 1.2576 | 1.4463 | 1.5734 | 1.352 |
Largest Winning Trade | 859282 | 859282 | 56273 | 52167 | 52167 | 30653 |
Largest Losing Trade | -54256 | -53120 | -54256 | -56955 | -53658 | -56955 |
Avg Bars in Trades | 56 | 51 | 61 | 56 | 51 | 61 |
Avg Bars in Winners | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Losers | 35 | 24 | 45 | 35 | 24 | 45 |
Bars Traded | 8226 | 3734 | 4492 | 8226 | 3734 | 4492 |
Profit Streak | 37.9197 | 37.9197 | 47.6697 | 37.9197 | 37.9197 | 47.6697 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320061 | -59628 | -654180 | -581184 | -532349 | -654180 |
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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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