Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450315.4018 | 1482473.7141 | -32158.3123 | 325133.4855 | -543864.2735 | 868997.759 |
Total P&L (%) | 1450.3154 | 1482.4737 | -32.1583 | 325.1335 | -543.8643 | 868.9978 |
Avg Daily Profit (%) | 0.8127 | 0.8307 | -0.018 | 0.0811 | 0 | 0.1273 |
Buy And Hold Return (%) | 368.45 | 368.45 | 368.45 | 368.45 | 368.45 | 368.45 |
Max Trade Drawdown | -96144 | -123538 | -180727 | -725473 | -1410594 | -343348 |
Profit Factor | 2.7387 | 4.7397 | 0.9265 | 1.071 | 0.8004 | 1.469 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 34.127 | 28.5714 | 39.6825 | 34.127 | 28.5714 | 39.6825 |
Ratio Avg Win / Avg Loss | 5.2863 | 11.8492 | 1.4083 | 2.0673 | 2.0009 | 2.2329 |
Largest Winning Trade | 1282358 | 1282358 | 58882 | 423759 | 392862 | 423759 |
Largest Losing Trade | -50066 | -27644 | -50066 | -250698 | -250698 | -141071 |
Avg Bars in Trades | 167 | 142 | 192 | 167 | 142 | 192 |
Avg Bars in Winners | 349 | 339 | 356 | 349 | 339 | 356 |
Avg Bars in Losers | 72 | 63 | 83 | 72 | 63 | 83 |
Bars Traded | 21093 | 8994 | 12099 | 21093 | 8994 | 12099 |
Profit Streak | 20.5176 | 21.8509 | 0 | 20.5176 | 21.8509 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390194 | -141887 | -730081 | -396980 | -738482 | -175848 |
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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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