Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475999.7828 | 1604752.8118 | -128753.029 | -103967.4484 | -53249.7451 | -50717.7033 |
Total P&L (%) | 1475.9998 | 1604.7528 | -128.753 | -103.9674 | -53.2497 | -50.7177 |
Avg Daily Profit (%) | 0.8248 | 0.8968 | -0.0719 | 0 | -0.0425 | -0.0395 |
Buy And Hold Return (%) | 254.5406 | 254.5406 | 254.5406 | 254.5406 | 254.5406 | 254.5406 |
Max Trade Drawdown | -128420 | -144507 | -206564 | -186770 | -110641 | -77282 |
Profit Factor | 2.8511 | 5.7664 | 0.7205 | 0.6506 | 0.58 | 0.7031 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 13 | 19 | 37 | 23 | 14 |
Losing Trades | 38 | 22 | 16 | 33 | 12 | 21 |
Profitability (%) | 45.7143 | 37.1429 | 54.2857 | 52.8571 | 65.7143 | 40 |
Ratio Avg Win / Avg Loss | 3.3857 | 9.7585 | 0.6068 | 0.5803 | 0.3026 | 1.0546 |
Largest Winning Trade | 1596214 | 1596214 | 60759 | 98791 | 34447 | 98791 |
Largest Losing Trade | -107152 | -29713 | -107152 | -107888 | -107888 | -77282 |
Avg Bars in Trades | 148 | 162 | 134 | 148 | 162 | 134 |
Avg Bars in Winners | 178 | 181 | 176 | 126 | 153 | 81 |
Avg Bars in Losers | 122 | 150 | 83 | 172 | 178 | 169 |
Bars Traded | 10371 | 5674 | 4697 | 10371 | 5674 | 4697 |
Profit Streak | 0 | 0 | 158.4544 | 24.2877 | 33.2877 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82614 | 580808 | -578849 | -678363 | -578209 | -583009 |
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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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