Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305459.0007 | 1355325.5151 | -49866.5144 | -38420.1041 | 314679.18 | -353099.2841 |
Total P&L (%) | 1305.459 | 1355.3255 | -49.8665 | -38.4201 | 314.6792 | -353.0993 |
Avg Daily Profit (%) | 0.7064 | 0.7334 | -0.027 | -0.0262 | 0.077 | 0 |
Buy And Hold Return (%) | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 |
Max Trade Drawdown | -178617 | -171787 | -75680 | -1304098 | -1233440 | -691493 |
Profit Factor | 2.6855 | 3.5192 | 0.7892 | 0.9901 | 1.1171 | 0.7069 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 44.2177 | 38.3562 | 50 | 44.2177 | 38.3562 | 50 |
Ratio Avg Win / Avg Loss | 3.3878 | 5.6559 | 0.7892 | 1.2491 | 1.7953 | 0.7069 |
Largest Winning Trade | 1416861 | 1416861 | 21228 | 1240528 | 1240528 | 176019 |
Largest Losing Trade | -52619 | -52619 | -24330 | -665277 | -665277 | -323131 |
Avg Bars in Trades | 24 | 42 | 6 | 24 | 42 | 6 |
Avg Bars in Winners | 28 | 57 | 6 | 28 | 57 | 6 |
Avg Bars in Losers | 20 | 32 | 6 | 20 | 32 | 6 |
Bars Traded | 3532 | 3066 | 466 | 3532 | 3066 | 466 |
Profit Streak | 17.0976 | 0 | 26.0976 | 17.0976 | 0 | 26.0976 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593184 | -57180 | -644416 | -580123 | -257272 | -644416 |
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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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