Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3021040.1179 | 3181297.2646 | -160257.1467 | -113082.4179 | -222446.2449 | 109363.827 |
Total P&L (%) | 3021.0401 | 3181.2973 | -160.2571 | -113.0824 | -222.4462 | 109.3638 |
Avg Daily Profit (%) | 1.3612 | 1.4334 | -0.0722 | 0 | 0 | 0.0333 |
Buy And Hold Return (%) | 266.347 | 266.347 | 266.347 | 266.347 | 266.347 | 266.347 |
Max Trade Drawdown | -250277 | -150976 | -255905 | -538697 | -343962 | -205304 |
Profit Factor | 4.3105 | 8.9244 | 0.6865 | 0.8336 | 0.4355 | 1.3832 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 70 | 30 | 40 | 67 | 38 | 29 |
Losing Trades | 70 | 40 | 30 | 73 | 32 | 41 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 47.8571 | 54.2857 | 41.4286 |
Ratio Avg Win / Avg Loss | 4.3105 | 11.8992 | 0.5148 | 0.9082 | 0.3667 | 1.9556 |
Largest Winning Trade | 3235380 | 3235380 | 41692 | 284781 | 63818 | 284781 |
Largest Losing Trade | -124063 | -60198 | -124063 | -176516 | -176516 | -108306 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 56 | 75 | 41 | 33 | 35 | 29 |
Avg Bars in Losers | 33 | 34 | 33 | 56 | 71 | 44 |
Bars Traded | 6316 | 3637 | 2678 | 6316 | 3637 | 2678 |
Profit Streak | 0 | 0 | 85.9259 | 3.9259 | 4.2592 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 767271 | -74991 | -672668 | -581529 | -674381 | -410272 |
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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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