Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730597.9082 | 1838894.4947 | -108296.5865 | -380361.4903 | -106900.8778 | -273460.6126 |
Total P&L (%) | 1730.5979 | 1838.8945 | -108.2966 | -380.3615 | -106.9009 | -273.4606 |
Avg Daily Profit (%) | 0.9621 | 1.0223 | -0.0602 | 0 | 0 | 0 |
Buy And Hold Return (%) | 281.3341 | 281.3341 | 281.3341 | 281.3341 | 281.3341 | 281.3341 |
Max Trade Drawdown | -250054 | -170681 | -298663 | -1372817 | -1149630 | -392713 |
Profit Factor | 2.7013 | 5.2031 | 0.8132 | 0.8865 | 0.9408 | 0.8232 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 67 | 28 | 39 | 72 | 45 | 27 |
Losing Trades | 74 | 43 | 31 | 69 | 26 | 43 |
Profitability (%) | 47.5177 | 39.4366 | 55.7143 | 51.0638 | 63.3803 | 38.5714 |
Ratio Avg Win / Avg Loss | 2.9835 | 7.9904 | 0.6464 | 0.8496 | 0.5436 | 1.311 |
Largest Winning Trade | 1813161 | 1813161 | 37605 | 292676 | 292676 | 269448 |
Largest Losing Trade | -171318 | -35334 | -171318 | -606702 | -606702 | -178963 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 64 | 72 | 59 | 39 | 40 | 36 |
Avg Bars in Losers | 35 | 37 | 34 | 60 | 68 | 55 |
Bars Traded | 6996 | 3623 | 3373 | 6996 | 3623 | 3373 |
Profit Streak | 0 | 0 | 0 | 52.7857 | 69.5357 | 52.7857 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622890 | -70072 | -674217 | -578857 | -664755 | -677450 |
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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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