Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569389.6192 | 1609173.6879 | -39784.0688 | 104275.6193 | 674191.0947 | -569915.4754 |
Total P&L (%) | 1569.3896 | 1609.1737 | -39.7841 | 104.2756 | 674.1911 | -569.9155 |
Avg Daily Profit (%) | 0.866 | 0.8879 | -0.022 | 0.0394 | 0.113 | 0 |
Buy And Hold Return (%) | 471.5387 | 471.5387 | 471.5387 | 471.5387 | 471.5387 | 471.5387 |
Max Trade Drawdown | -215265 | -192759 | -91681 | -2906289 | -2539495 | -734948 |
Profit Factor | 2.8287 | 3.7453 | 0.8537 | 1.0164 | 1.1449 | 0.664 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 44.898 | 38.3562 | 51.3514 | 44.898 | 38.3562 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.4716 | 6.0192 | 0.8088 | 1.2474 | 1.84 | 0.6291 |
Largest Winning Trade | 895251 | 895251 | 36475 | 2785450 | 2785450 | 286104 |
Largest Losing Trade | -34406 | -34406 | -30323 | -774084 | -774084 | -211474 |
Avg Bars in Trades | 46 | 75 | 17 | 46 | 75 | 17 |
Avg Bars in Winners | 60 | 119 | 16 | 60 | 119 | 16 |
Avg Bars in Losers | 34 | 48 | 17 | 34 | 48 | 17 |
Bars Traded | 6789 | 5516 | 1273 | 6789 | 5516 | 1273 |
Profit Streak | 72.3978 | 77.3978 | 72.3978 | 72.3978 | 77.3978 | 72.3978 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546297 | -58555 | -644225 | -509112 | -209797 | -644225 |
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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) |
---|