Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052552.7633 | 1176712.7094 | -124159.946 | -83676.7327 | 384002.8306 | -467679.5633 |
Total P&L (%) | 1052.5528 | 1176.7127 | -124.1599 | -83.6767 | 384.0028 | -467.6796 |
Avg Daily Profit (%) | 0.4761 | 0.5323 | -0.0562 | -0.082 | 0.0714 | 0 |
Buy And Hold Return (%) | 282.8846 | 282.8846 | 282.8846 | 282.8846 | 282.8846 | 282.8846 |
Max Trade Drawdown | -175822 | -108865 | -141196 | -636744 | -170059 | -552709 |
Profit Factor | 2.1947 | 3.7362 | 0.7247 | 0.9405 | 1.7915 | 0.4928 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 45.3901 | 42.2535 | 48.5714 | 45.3901 | 42.2535 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.6405 | 5.1061 | 0.7673 | 1.1316 | 2.4484 | 0.5218 |
Largest Winning Trade | 1149629 | 1149629 | 47319 | 547535 | 547535 | 85298 |
Largest Losing Trade | -81971 | -47223 | -81971 | -488646 | -136026 | -488646 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 8630 | 4356 | 4274 | 8630 | 4356 | 4274 |
Profit Streak | 0 | 0 | 13.8723 | 0 | 0 | 13.8723 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384611 | -74305 | -675193 | -580530 | -238808 | -675193 |
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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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