Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742289.5078 | 828457.9122 | -86168.4044 | -54812.8203 | -75627.8513 | 20815.031 |
Total P&L (%) | 742.2895 | 828.4579 | -86.1684 | -54.8128 | -75.6279 | 20.815 |
Avg Daily Profit (%) | 0.3856 | 0.4304 | -0.0448 | -0.0413 | -0.0733 | 0.0098 |
Buy And Hold Return (%) | 135.9414 | 135.9414 | 135.9414 | 135.9414 | 135.9414 | 135.9414 |
Max Trade Drawdown | -283424 | -227489 | -128221 | -1195392 | -1051333 | -368151 |
Profit Factor | 1.9818 | 3.0563 | 0.756 | 0.9777 | 0.9496 | 1.0218 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 46.7105 | 47.3684 | 46.0526 | 46.7105 | 47.3684 | 46.0526 |
Ratio Avg Win / Avg Loss | 2.2609 | 3.3959 | 0.8856 | 1.1154 | 1.0551 | 1.197 |
Largest Winning Trade | 920125 | 920125 | 32042 | 669636 | 669636 | 149924 |
Largest Losing Trade | -41893 | -31299 | -41893 | -319210 | -233592 | -319210 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 86 | 60 | 112 | 86 | 60 | 112 |
Avg Bars in Losers | 61 | 63 | 58 | 61 | 63 | 58 |
Bars Traded | 11089 | 4723 | 6365 | 11089 | 4723 | 6365 |
Profit Streak | 10.6614 | 27.3281 | 0 | 10.6614 | 27.3281 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451032 | -34698 | -631771 | -578945 | -629051 | -592982 |
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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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