Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950594.3156 | 1032151.345 | -81557.0294 | -62339.8097 | 225560.8299 | -287900.6396 |
Total P&L (%) | 950.5943 | 1032.1513 | -81.557 | -62.3398 | 225.5608 | -287.9006 |
Avg Daily Profit (%) | 0.4564 | 0.4955 | -0.0392 | -0.0469 | 0.0567 | 0 |
Buy And Hold Return (%) | 112.8415 | 112.8415 | 112.8415 | 112.8415 | 112.8415 | 112.8415 |
Max Trade Drawdown | -296750 | -239147 | -113146 | -2641166 | -2267403 | -548861 |
Profit Factor | 1.9784 | 2.5829 | 0.7447 | 0.9846 | 1.078 | 0.7516 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 38.8535 | 34.6154 | 43.038 | 38.8535 | 34.6154 | 43.038 |
Ratio Avg Win / Avg Loss | 3.1136 | 4.8787 | 0.9856 | 1.5496 | 2.0361 | 0.9947 |
Largest Winning Trade | 739412 | 739412 | 25458 | 1875867 | 1875867 | 369952 |
Largest Losing Trade | -44472 | -44472 | -29705 | -762113 | -762113 | -262169 |
Avg Bars in Trades | 155 | 282 | 29 | 155 | 282 | 29 |
Avg Bars in Winners | 251 | 529 | 31 | 251 | 529 | 31 |
Avg Bars in Losers | 94 | 152 | 28 | 94 | 152 | 28 |
Bars Traded | 24426 | 22067 | 2359 | 24426 | 22067 | 2359 |
Profit Streak | 6.9593 | 0 | 58.7093 | 6.9593 | 0 | 58.7093 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401761 | -24952 | -609605 | -580827 | -298233 | -609605 |
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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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