Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366431.4051 | 1438077.6968 | -71646.2917 | 50441.9013 | 325740.1768 | -275298.2755 |
Total P&L (%) | 1366.4314 | 1438.0777 | -71.6463 | 50.4419 | 325.7402 | -275.2983 |
Avg Daily Profit (%) | 0.7543 | 0.7939 | -0.0396 | 0.0225 | 0.08 | 0 |
Buy And Hold Return (%) | 440.984 | 440.984 | 440.984 | 440.984 | 440.984 | 440.984 |
Max Trade Drawdown | -208656 | -185537 | -66988 | -986436 | -813641 | -270640 |
Profit Factor | 2.6545 | 3.4256 | 0.6925 | 1.0187 | 1.1707 | 0.6508 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 35.5556 | 32.8358 | 38.2353 | 35.5556 | 32.8358 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.8114 | 7.0069 | 1.1186 | 1.8464 | 2.3945 | 1.0513 |
Largest Winning Trade | 719942 | 719942 | 30700 | 935163 | 935163 | 145437 |
Largest Losing Trade | -39565 | -39565 | -19224 | -173033 | -173033 | -108462 |
Avg Bars in Trades | 154 | 277 | 33 | 154 | 277 | 33 |
Avg Bars in Winners | 231 | 451 | 44 | 231 | 451 | 44 |
Avg Bars in Losers | 112 | 191 | 26 | 112 | 191 | 26 |
Bars Traded | 20847 | 18573 | 2274 | 20847 | 18573 | 2274 |
Profit Streak | 0 | 79.0578 | 0 | 0 | 79.0578 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344003 | -106289 | -693144 | -532623 | -406676 | -693144 |
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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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