Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275705.7466 | 1368258.2891 | -92552.5425 | -37391.2941 | 61686.5838 | -99077.8779 |
Total P&L (%) | 1275.7057 | 1368.2583 | -92.5525 | -37.3913 | 61.6866 | -99.0779 |
Avg Daily Profit (%) | 0.5095 | 0.5465 | -0.037 | -0.0187 | 0.0192 | -0.187 |
Buy And Hold Return (%) | 292.719 | 292.719 | 292.719 | 292.719 | 292.719 | 292.719 |
Max Trade Drawdown | -145972 | -124034 | -115933 | -548405 | -440641 | -121519 |
Profit Factor | 2.7787 | 3.7061 | 0.5626 | 0.9662 | 1.0716 | 0.5935 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 35.5769 | 30.7692 | 40.3846 | 35.5769 | 30.7692 | 40.3846 |
Ratio Avg Win / Avg Loss | 5.0317 | 8.3387 | 0.8305 | 1.7496 | 2.411 | 0.8762 |
Largest Winning Trade | 1306073 | 1306073 | 24874 | 512212 | 512212 | 36236 |
Largest Losing Trade | -50980 | -50980 | -18623 | -202106 | -202106 | -83059 |
Avg Bars in Trades | 133 | 236 | 30 | 133 | 236 | 30 |
Avg Bars in Winners | 186 | 369 | 46 | 186 | 369 | 46 |
Avg Bars in Losers | 104 | 177 | 19 | 104 | 177 | 19 |
Bars Traded | 13900 | 12302 | 1598 | 13900 | 12302 | 1598 |
Profit Streak | 146.6202 | 0 | 147.1202 | 146.6202 | 0 | 147.1202 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335631 | -171589 | -763999 | -582759 | -661496 | -763999 |
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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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