Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450545.1225 | 1558494.641 | -107949.5185 | -148267.4658 | -317848.7185 | 169581.2527 |
Total P&L (%) | 1450.5451 | 1558.4946 | -107.9495 | -148.2675 | -317.8487 | 169.5813 |
Avg Daily Profit (%) | 0.8065 | 0.8666 | -0.06 | 0 | 0 | 0.0552 |
Buy And Hold Return (%) | 235.6868 | 235.6868 | 235.6868 | 235.6868 | 235.6868 | 235.6868 |
Max Trade Drawdown | -169863 | -86100 | -261427 | -1241689 | -889618 | -380608 |
Profit Factor | 2.7016 | 6.2098 | 0.8049 | 0.9098 | 0.6807 | 1.2616 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 63 | 31 | 32 | 78 | 42 | 36 |
Losing Trades | 79 | 40 | 39 | 64 | 29 | 35 |
Profitability (%) | 44.3662 | 43.662 | 45.0704 | 54.9296 | 59.1549 | 50.7042 |
Ratio Avg Win / Avg Loss | 3.3877 | 8.0127 | 0.981 | 0.7465 | 0.47 | 1.2266 |
Largest Winning Trade | 973013 | 973013 | 67777 | 598756 | 444166 | 598756 |
Largest Losing Trade | -133592 | -51900 | -133592 | -637786 | -637786 | -377610 |
Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Winners | 82 | 63 | 100 | 27 | 30 | 23 |
Avg Bars in Losers | 21 | 23 | 20 | 74 | 55 | 89 |
Bars Traded | 6901 | 2902 | 3998 | 6901 | 2902 | 3998 |
Profit Streak | 5.5254 | 8.0254 | 0 | 0 | 0 | 10.7754 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599510 | -66797 | -669653 | -579763 | -666271 | -370964 |
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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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