Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071702.1163 | 1198416.8698 | -126714.7535 | -60514.8691 | 51851.7525 | -112366.6216 |
Total P&L (%) | 1071.7021 | 1198.4169 | -126.7148 | -60.5149 | 51.8518 | -112.3666 |
Avg Daily Profit (%) | 0.4283 | 0.479 | -0.0506 | -0.0371 | 0.0167 | 0 |
Buy And Hold Return (%) | 396.9464 | 396.9464 | 396.9464 | 396.9464 | 396.9464 | 396.9464 |
Max Trade Drawdown | -211235 | -163970 | -157740 | -621429 | -501973 | -165910 |
Profit Factor | 1.7963 | 2.4277 | 0.7498 | 0.9699 | 1.0382 | 0.8277 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Losing Trades | 155 | 85 | 70 | 155 | 85 | 70 |
Profitability (%) | 45.8042 | 40.5594 | 51.049 | 45.8042 | 40.5594 | 51.049 |
Ratio Avg Win / Avg Loss | 2.1254 | 3.5578 | 0.719 | 1.1476 | 1.5216 | 0.7936 |
Largest Winning Trade | 986874 | 986874 | 36572 | 491116 | 491116 | 81069 |
Largest Losing Trade | -41867 | -30841 | -41867 | -174827 | -174827 | -113715 |
Avg Bars in Trades | 25 | 39 | 11 | 25 | 39 | 11 |
Avg Bars in Winners | 32 | 59 | 11 | 32 | 59 | 11 |
Avg Bars in Losers | 19 | 25 | 12 | 19 | 25 | 12 |
Bars Traded | 7332 | 5626 | 1706 | 7332 | 5626 | 1706 |
Profit Streak | 0 | 0 | 81.7074 | 0 | 0 | 81.7074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365778 | 291851 | -579981 | -578969 | -517526 | -579981 |
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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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