Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774751.7129 | 787065.801 | -12314.0881 | 121413.8707 | 256521.4403 | -135107.5696 |
Total P&L (%) | 774.7517 | 787.0658 | -12.3141 | 121.4139 | 256.5214 | -135.1076 |
Avg Daily Profit (%) | 0.4193 | 0.426 | -0.0067 | 0.043 | 0.0688 | 0 |
Buy And Hold Return (%) | 123.6165 | 123.6165 | 123.6165 | 123.6165 | 123.6165 | 123.6165 |
Max Trade Drawdown | -224224 | -202914 | -46612 | -914701 | -780246 | -185162 |
Profit Factor | 2.0413 | 2.2895 | 0.9079 | 1.069 | 1.1759 | 0.5506 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 34.1615 | 30 | 38.2716 | 34.1615 | 30 | 38.2716 |
Ratio Avg Win / Avg Loss | 3.9341 | 5.3421 | 1.4643 | 2.0603 | 2.7437 | 0.8881 |
Largest Winning Trade | 682798 | 682798 | 14341 | 671647 | 671647 | 19727 |
Largest Losing Trade | -28732 | -28732 | -9116 | -209742 | -209742 | -42246 |
Avg Bars in Trades | 135 | 264 | 7 | 135 | 264 | 7 |
Avg Bars in Winners | 247 | 552 | 12 | 247 | 552 | 12 |
Avg Bars in Losers | 76 | 140 | 4 | 76 | 140 | 4 |
Bars Traded | 21749 | 21123 | 626 | 21749 | 21123 | 626 |
Profit Streak | 17.0463 | 0 | 211.9629 | 17.0463 | 0 | 211.9629 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308098 | -13329 | -593943 | -449450 | -160600 | -595610 |
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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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