Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449079.5883 | 1261260.0955 | 187819.4927 | 9299056.4038 | -2080811.4713 | 11379867.8752 |
Total P&L (%) | 1449.0796 | 1261.2601 | 187.8195 | 9299.0564 | -2080.8115 | 11379.8679 |
Avg Daily Profit (%) | 0.7797 | 0.6786 | 0.1011 | 0.2448 | 0 | 0.2555 |
Buy And Hold Return (%) | 81.5668 | 81.5668 | 81.5668 | 81.5668 | 81.5668 | 81.5668 |
Max Trade Drawdown | -78276 | -89862 | -39061 | -11729576 | -13070342 | -5861910 |
Profit Factor | 4.0464 | 5.6135 | 1.9285 | 1.157 | 0.9414 | 1.4788 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 44.5205 | 42.4658 | 46.5753 | 44.5205 | 42.4658 | 46.5753 |
Ratio Avg Win / Avg Loss | 5.0424 | 7.6054 | 2.2121 | 1.4417 | 1.2754 | 1.6963 |
Largest Winning Trade | 1069657 | 1069657 | 62923 | 7122088 | 7122088 | 6369255 |
Largest Losing Trade | -27594 | -27594 | -22947 | -4945107 | -4945107 | -4105310 |
Avg Bars in Trades | 48 | 36 | 61 | 48 | 36 | 61 |
Avg Bars in Winners | 75 | 53 | 96 | 75 | 53 | 96 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 7094 | 2638 | 4456 | 7094 | 2638 | 4456 |
Profit Streak | 35.9956 | 0 | 41.2456 | 35.9956 | 0 | 41.2456 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679923 | -54514 | -131571 | -40661 | -653999 | -61502 |
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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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