Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791038.9045 | 709601.3589 | 81437.5456 | 772846.474 | -170944.866 | 943791.34 |
Total P&L (%) | 791.0389 | 709.6014 | 81.4375 | 772.8465 | -170.9449 | 943.7913 |
Avg Daily Profit (%) | 0.3797 | 0.3406 | 0.0391 | 0.1041 | 0 | 0.1126 |
Buy And Hold Return (%) | 37.3116 | 37.3116 | 37.3116 | 37.3116 | 37.3116 | 37.3116 |
Max Trade Drawdown | -114076 | -90271 | -134377 | -2270328 | -1744930 | -949243 |
Profit Factor | 1.9973 | 2.7388 | 1.2115 | 1.0979 | 0.9602 | 1.2622 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 37.0629 | 29.5775 | 44.4444 | 37.0629 | 29.5775 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3916 | 6.5209 | 1.5143 | 1.8644 | 2.2862 | 1.5778 |
Largest Winning Trade | 320676 | 320676 | 52670 | 1258367 | 1258367 | 1062042 |
Largest Losing Trade | -45757 | -32040 | -45757 | -443184 | -443184 | -414042 |
Avg Bars in Trades | 172 | 158 | 185 | 172 | 158 | 185 |
Avg Bars in Winners | 279 | 304 | 263 | 279 | 304 | 263 |
Avg Bars in Losers | 109 | 97 | 122 | 109 | 97 | 122 |
Bars Traded | 24637 | 11286 | 13351 | 24637 | 11286 | 13351 |
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 | 313775 | -82132 | -227322 | -170031 | -674598 | -122850 |
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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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