Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147122.3889 | 1319134.9817 | -172012.5928 | -96119.281 | 159101.1206 | -255220.4016 |
Total P&L (%) | 1147.1224 | 1319.135 | -172.0126 | -96.1193 | 159.1011 | -255.2204 |
Avg Daily Profit (%) | 0.6366 | 0.732 | -0.0955 | -0.1801 | 0.0528 | 0 |
Buy And Hold Return (%) | 242.6578 | 242.6578 | 242.6578 | 242.6578 | 242.6578 | 242.6578 |
Max Trade Drawdown | -291843 | -184079 | -294102 | -238401 | -33439 | -280901 |
Profit Factor | 2.0671 | 3.7485 | 0.7109 | 0.7396 | 3.4027 | 0.1575 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 35.6589 | 29.2308 | 42.1875 | 35.6589 | 29.2308 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.7297 | 9.0754 | 0.9743 | 1.3345 | 8.2381 | 0.2159 |
Largest Winning Trade | 1273042 | 1273042 | 57584 | 139654 | 139654 | 11243 |
Largest Losing Trade | -86214 | -39120 | -86214 | -206418 | -15982 | -206418 |
Avg Bars in Trades | 83 | 75 | 90 | 83 | 75 | 90 |
Avg Bars in Winners | 152 | 150 | 153 | 152 | 150 | 153 |
Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
Bars Traded | 10716 | 4911 | 5805 | 10716 | 4911 | 5805 |
Profit Streak | 0 | 0 | 40.6598 | 0 | 0 | 40.6598 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319969 | -124706 | -722725 | -584346 | -424740 | -722725 |
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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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