Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969515.0559 | 1080882.2592 | -111367.2033 | -91154.6862 | 471707.3599 | -562862.0461 |
Total P&L (%) | 969.5151 | 1080.8823 | -111.3672 | -91.1547 | 471.7074 | -562.862 |
Avg Daily Profit (%) | 0.4068 | 0.4535 | -0.0467 | -0.1017 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216146 | -156316 | -210334 | -1298276 | -741640 | -688446 |
Profit Factor | 1.7761 | 2.5616 | 0.8001 | 0.9561 | 1.3932 | 0.3595 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 39.8601 | 33.3333 | 46.4789 | 39.8601 | 33.3333 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.6797 | 5.1232 | 0.9213 | 1.4426 | 2.7865 | 0.4139 |
Largest Winning Trade | 983407 | 983407 | 64639 | 1186473 | 1186473 | 96610 |
Largest Losing Trade | -59292 | -59292 | -56692 | -513567 | -513567 | -418619 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 51 | 62 | 42 | 51 | 62 | 42 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 4644 | 2499 | 2145 | 4644 | 2499 | 2145 |
Profit Streak | 0 | 0 | 22.0803 | 0 | 0 | 22.0803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345897 | -70851 | -668556 | -582676 | -179415 | -668556 |
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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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