Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900353.0798 | 1031271.4469 | -130918.3671 | -76127.1804 | 74764.528 | -150891.7085 |
Total P&L (%) | 900.3531 | 1031.2714 | -130.9184 | -76.1272 | 74.7645 | -150.8917 |
Avg Daily Profit (%) | 0.5001 | 0.5728 | -0.0727 | -0.0795 | 0.031 | 0 |
Buy And Hold Return (%) | 330.6801 | 330.6801 | 330.6801 | 330.6801 | 330.6801 | 330.6801 |
Max Trade Drawdown | -123483 | -159846 | -224421 | -85388 | -91342 | -128529 |
Profit Factor | 1.8958 | 3.2197 | 0.7578 | 0.8265 | 1.4374 | 0.4365 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 42.9752 | 31.6667 | 54.0984 | 42.9752 | 31.6667 | 54.0984 |
Ratio Avg Win / Avg Loss | 2.5156 | 6.9478 | 0.643 | 1.0967 | 3.1017 | 0.3704 |
Largest Winning Trade | 877812 | 877812 | 42731 | 79166 | 79166 | 11524 |
Largest Losing Trade | -71272 | -31853 | -71272 | -58849 | -18853 | -58849 |
Avg Bars in Trades | 175 | 184 | 167 | 175 | 184 | 167 |
Avg Bars in Winners | 240 | 281 | 216 | 240 | 281 | 216 |
Avg Bars in Losers | 127 | 139 | 109 | 127 | 139 | 109 |
Bars Traded | 21287 | 11078 | 10209 | 21287 | 11078 | 10209 |
Profit Streak | 18.5698 | 0 | 39.1532 | 18.5698 | 0 | 39.1532 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323823 | -162215 | -741380 | -580960 | -491786 | -741380 |
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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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