Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036125.2549 | 1249936.8239 | -213811.569 | -91745.1666 | 202002.1223 | -293747.289 |
Total P&L (%) | 1036.1253 | 1249.9368 | -213.8116 | -91.7452 | 202.0021 | -293.7473 |
Avg Daily Profit (%) | 0.5717 | 0.6897 | -0.118 | -0.1375 | 0.061 | 0 |
Buy And Hold Return (%) | 536.43 | 536.43 | 536.43 | 536.43 | 536.43 | 536.43 |
Max Trade Drawdown | -271653 | -156585 | -246839 | -769212 | -498503 | -297947 |
Profit Factor | 2.1321 | 4.2189 | 0.5942 | 0.8999 | 1.3624 | 0.1813 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 39.7727 | 47.7273 | 31.8182 | 39.7727 | 47.7273 | 31.8182 |
Ratio Avg Win / Avg Loss | 3.2286 | 4.6207 | 1.2734 | 1.3626 | 1.4922 | 0.3884 |
Largest Winning Trade | 1096727 | 1096727 | 78009 | 684942 | 684942 | 26291 |
Largest Losing Trade | -67758 | -51806 | -67758 | -374682 | -374682 | -164061 |
Avg Bars in Trades | 121 | 106 | 136 | 121 | 106 | 136 |
Avg Bars in Winners | 172 | 135 | 228 | 172 | 135 | 228 |
Avg Bars in Losers | 87 | 79 | 93 | 87 | 79 | 93 |
Bars Traded | 10672 | 4675 | 5996 | 10672 | 4675 | 5996 |
Profit Streak | 0 | 99.7638 | 0 | 0 | 99.7638 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 150556 | 550374 | -586123 | -582853 | -276248 | -587790 |
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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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