Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198915.6707 | 1236827.5839 | -37911.9133 | -69158.7243 | 473469.2957 | -542628.02 |
Total P&L (%) | 1198.9157 | 1236.8276 | -37.9119 | -69.1587 | 473.4693 | -542.628 |
Avg Daily Profit (%) | 0.6443 | 0.6647 | -0.0204 | -0.0632 | 0.0939 | 0 |
Buy And Hold Return (%) | 66.1477 | 66.1477 | 66.1477 | 66.1477 | 66.1477 | 66.1477 |
Max Trade Drawdown | -244832 | -153008 | -158894 | -1094926 | -554956 | -573025 |
Profit Factor | 3.1194 | 5.0111 | 0.8527 | 0.9446 | 1.7721 | 0.1442 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 43.2432 | 37.8378 | 48.6486 | 43.2432 | 37.8378 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.0943 | 8.2326 | 0.9 | 1.2397 | 2.9113 | 0.1522 |
Largest Winning Trade | 1299185 | 1299185 | 45445 | 1029986 | 1029986 | 27522 |
Largest Losing Trade | -88221 | -42453 | -88221 | -313359 | -259184 | -313359 |
Avg Bars in Trades | 146 | 152 | 140 | 146 | 152 | 140 |
Avg Bars in Winners | 171 | 129 | 203 | 171 | 129 | 203 |
Avg Bars in Losers | 126 | 165 | 79 | 126 | 165 | 79 |
Bars Traded | 10811 | 5631 | 5180 | 10811 | 5631 | 5180 |
Profit Streak | 6.0357 | 12.2024 | 0 | 6.0357 | 12.2024 | 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 | -52912 | 565517 | -581298 | -649819 | -68336 | -581298 |
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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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