Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373888.1615 | 1496597.0286 | -122708.8671 | -84492.112 | 513421.4082 | -597913.5202 |
Total P&L (%) | 1373.8882 | 1496.597 | -122.7089 | -84.4921 | 513.4214 | -597.9135 |
Avg Daily Profit (%) | 0.7435 | 0.81 | -0.0664 | -0.1008 | 0.0982 | 0 |
Buy And Hold Return (%) | 76.9323 | 76.9323 | 76.9323 | 76.9323 | 76.9323 | 76.9323 |
Max Trade Drawdown | -336630 | -202895 | -153221 | -1175774 | -635891 | -596089 |
Profit Factor | 2.4902 | 4.0154 | 0.7117 | 0.9528 | 1.5696 | 0.3258 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 41.844 | 34.2857 | 49.2958 | 41.844 | 34.2857 | 49.2958 |
Ratio Avg Win / Avg Loss | 3.461 | 7.6962 | 0.732 | 1.3242 | 3.0084 | 0.3352 |
Largest Winning Trade | 1680123 | 1680123 | 26410 | 1106485 | 1106485 | 95035 |
Largest Losing Trade | -37080 | -37080 | -33890 | -355897 | -336987 | -355897 |
Avg Bars in Trades | 50 | 61 | 40 | 50 | 61 | 40 |
Avg Bars in Winners | 69 | 90 | 55 | 69 | 90 | 55 |
Avg Bars in Losers | 37 | 45 | 26 | 37 | 45 | 26 |
Bars Traded | 7165 | 4274 | 2891 | 7165 | 4274 | 2891 |
Profit Streak | 28.5444 | 28.5444 | 39.2944 | 28.5444 | 28.5444 | 39.2944 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579465 | -79781 | -667022 | -580444 | -158840 | -667022 |
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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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