Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59995.1453 | 414374.1851 | -354379.0398 | 5012946.8013 | 1047047.2891 | 3965899.5123 |
Total P&L (%) | 59.9951 | 414.3742 | -354.379 | 5012.9468 | 1047.0473 | 3965.8995 |
Avg Daily Profit (%) | 0.024 | 0.1657 | -0.1417 | 0.1575 | 0.0976 | 0.1483 |
Buy And Hold Return (%) | 720.5568 | 720.5568 | 720.5568 | 720.5568 | 720.5568 | 720.5568 |
Max Trade Drawdown | -435860 | -68655 | -440010 | -2273422 | -811292 | -1802825 |
Profit Factor | 1.0483 | 2.4752 | 0.6318 | 1.9132 | 1.4073 | 2.3587 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 122 | 59 | 63 | 92 | 44 | 48 |
Losing Trades | 65 | 34 | 31 | 95 | 49 | 46 |
Profitability (%) | 65.2406 | 63.4409 | 67.0213 | 49.1979 | 47.3118 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.5585 | 1.4264 | 0.3109 | 1.9756 | 1.5672 | 2.2604 |
Largest Winning Trade | 72711 | 72711 | 53716 | 3986803 | 965245 | 3986803 |
Largest Losing Trade | -428180 | -48565 | -428180 | -1753498 | -738026 | -1753498 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 32 | 31 | 33 | 41 | 45 | 37 |
Avg Bars in Losers | 50 | 55 | 45 | 35 | 34 | 37 |
Bars Traded | 7246 | 3715 | 3530 | 7246 | 3715 | 3530 |
Profit Streak | 38.4943 | 0 | 44.161 | 38.4943 | 0 | 44.161 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -492207 | -153129 | -578042 | 449694 | -86532 | 332146 |
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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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