Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3187294.6805 | 3364781.5048 | -177486.8243 | -133793.9772 | -254862.8487 | 121068.8715 |
Total P&L (%) | 3187.2947 | 3364.7815 | -177.4868 | -133.794 | -254.8628 | 121.0689 |
Avg Daily Profit (%) | 1.4362 | 1.5161 | -0.08 | 0 | 0 | 0.0358 |
Buy And Hold Return (%) | 239.7713 | 239.7713 | 239.7713 | 239.7713 | 239.7713 | 239.7713 |
Max Trade Drawdown | -283947 | -178198 | -302071 | -709077 | -541905 | -294887 |
Profit Factor | 5.5502 | 12.5661 | 0.5666 | 0.8563 | 0.5474 | 1.329 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 17 | 22 | 48 | 26 | 22 |
Losing Trades | 47 | 26 | 21 | 38 | 17 | 21 |
Profitability (%) | 45.3488 | 39.5349 | 51.1628 | 55.814 | 60.4651 | 51.1628 |
Ratio Avg Win / Avg Loss | 6.6887 | 19.2188 | 0.5409 | 0.6779 | 0.3579 | 1.2686 |
Largest Winning Trade | 3520403 | 3520403 | 38312 | 248530 | 117509 | 248530 |
Largest Losing Trade | -138928 | -60093 | -138928 | -405332 | -405332 | -159702 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 107 | 129 | 90 | 41 | 37 | 45 |
Avg Bars in Losers | 44 | 37 | 53 | 114 | 129 | 101 |
Bars Traded | 6313 | 3185 | 3127 | 6313 | 3185 | 3127 |
Profit Streak | 0 | 0 | 14.7097 | 3.3763 | 12.3763 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 732152 | 658691 | -579502 | -580588 | -578752 | -310451 |
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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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