Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335388.0907 | 1360316.326 | -24928.2353 | 210749.6913 | 573655.8269 | -362906.1356 |
Total P&L (%) | 1335.3881 | 1360.3163 | -24.9282 | 210.7497 | 573.6558 | -362.9061 |
Avg Daily Profit (%) | 0.7339 | 0.7476 | -0.0137 | 0.0623 | 0.1049 | 0 |
Buy And Hold Return (%) | 574.5532 | 574.5532 | 574.5532 | 574.5532 | 574.5532 | 574.5532 |
Max Trade Drawdown | -184626 | -166753 | -38263 | -2099652 | -1758448 | -439498 |
Profit Factor | 3.0278 | 3.4582 | 0.7629 | 1.0491 | 1.161 | 0.5043 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 45.6376 | 41.8919 | 49.3333 | 45.6376 | 41.8919 | 49.3333 |
Ratio Avg Win / Avg Loss | 3.6067 | 4.7969 | 0.7836 | 1.2496 | 1.6104 | 0.518 |
Largest Winning Trade | 797560 | 797560 | 7124 | 1920984 | 1920984 | 102498 |
Largest Losing Trade | -50537 | -50537 | -12231 | -570842 | -570842 | -157411 |
Avg Bars in Trades | 135 | 266 | 6 | 135 | 266 | 6 |
Avg Bars in Winners | 185 | 399 | 7 | 185 | 399 | 7 |
Avg Bars in Losers | 93 | 171 | 6 | 93 | 171 | 6 |
Bars Traded | 20249 | 19728 | 521 | 20249 | 19728 | 521 |
Profit Streak | 91.5289 | 0 | 131.1122 | 91.5289 | 0 | 131.1122 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464896 | -52717 | -637149 | -442785 | -328283 | -637149 |
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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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