Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055141.7928 | 1056403.0585 | -1261.2658 | 920656.8239 | 1489850.0828 | -569193.2588 |
Total P&L (%) | 1055.1418 | 1056.4031 | -1.2613 | 920.6568 | 1489.8501 | -569.1933 |
Avg Daily Profit (%) | 0.5816 | 0.5823 | -0.0007 | 0.1281 | 0.1526 | 0 |
Buy And Hold Return (%) | 626.2509 | 626.2509 | 626.2509 | 626.2509 | 626.2509 | 626.2509 |
Max Trade Drawdown | -131054 | -73130 | -90677 | -1014096 | -703740 | -758161 |
Profit Factor | 2.8841 | 5.0653 | 0.9958 | 1.2475 | 1.9389 | 0.7331 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 2.8841 | 6.5125 | 0.7745 | 1.2475 | 2.4929 | 0.5702 |
Largest Winning Trade | 568562 | 568562 | 75806 | 1079357 | 1079357 | 260929 |
Largest Losing Trade | -39604 | -38339 | -39604 | -405413 | -207691 | -405413 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 105 | 106 | 105 | 105 | 106 | 105 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 6987 | 3249 | 3738 | 6987 | 3249 | 3738 |
Profit Streak | 0 | 23.1422 | 0 | 0 | 23.1422 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290575 | 301537 | -579879 | -41057 | 185656 | -579879 |
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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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