Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024520.5884 | 1048216.764 | -23696.1756 | 648681.269 | 1281693.4211 | -633012.1521 |
Total P&L (%) | 1024.5206 | 1048.2168 | -23.6962 | 648.6813 | 1281.6934 | -633.0122 |
Avg Daily Profit (%) | 0.5626 | 0.5756 | -0.013 | 0.1106 | 0.1443 | 0 |
Buy And Hold Return (%) | 576.2965 | 576.2965 | 576.2965 | 576.2965 | 576.2965 | 576.2965 |
Max Trade Drawdown | -153445 | -94267 | -121649 | -824961 | -526568 | -813260 |
Profit Factor | 2.1041 | 3.4238 | 0.9522 | 1.1432 | 1.634 | 0.7475 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Losing Trades | 162 | 75 | 87 | 162 | 75 | 87 |
Profitability (%) | 44.3299 | 48.2759 | 40.411 | 44.3299 | 48.2759 | 40.411 |
Ratio Avg Win / Avg Loss | 2.6424 | 3.6684 | 1.4041 | 1.4357 | 1.7507 | 1.1023 |
Largest Winning Trade | 540291 | 540291 | 79357 | 821795 | 821795 | 222728 |
Largest Losing Trade | -41773 | -40695 | -41773 | -380664 | -178764 | -380664 |
Avg Bars in Trades | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Winners | 110 | 93 | 131 | 110 | 93 | 131 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 21453 | 10036 | 11416 | 21453 | 10036 | 11416 |
Profit Streak | 12.4664 | 12.4664 | 13.9664 | 12.4664 | 12.4664 | 13.9664 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273394 | 341116 | -581931 | -233745 | -2508 | -581931 |
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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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