Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1300003.2741 | 1258260.6226 | 41742.6515 | 68970.4023 | -803022.0929 | 871992.4952 |
Total P&L (%) | 1300.0033 | 1258.2606 | 41.7427 | 68.9704 | -803.0221 | 871.9925 |
Avg Daily Profit (%) | 0.6771 | 0.6553 | 0.0217 | 0.0273 | 0 | 0.1185 |
Buy And Hold Return (%) | 26.8289 | 26.8289 | 26.8289 | 26.8289 | 26.8289 | 26.8289 |
Max Trade Drawdown | -155419 | -166809 | -38887 | -1768495 | -2153213 | -163316 |
Profit Factor | 2.8802 | 3.1607 | 1.3827 | 1.0147 | 0.8138 | 3.2658 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 41.7219 | 34.6667 | 48.6842 | 41.7219 | 34.6667 | 48.6842 |
Ratio Avg Win / Avg Loss | 4.0231 | 5.9567 | 1.4574 | 1.4173 | 1.5336 | 3.4423 |
Largest Winning Trade | 1350789 | 1350789 | 20566 | 748084 | 748084 | 214578 |
Largest Losing Trade | -52946 | -52946 | -7565 | -795626 | -795626 | -36829 |
Avg Bars in Trades | 73 | 143 | 5 | 73 | 143 | 5 |
Avg Bars in Winners | 101 | 237 | 5 | 101 | 237 | 5 |
Avg Bars in Losers | 54 | 93 | 4 | 54 | 93 | 4 |
Bars Traded | 11173 | 10783 | 390 | 11173 | 10783 | 390 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546704 | -44951 | -222770 | -366668 | -640921 | -77816 |
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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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