Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2327114.2803 | 2449813.2631 | -122698.9828 | -66851.832 | 60871.4069 | -127723.2388 |
Total P&L (%) | 2327.1143 | 2449.8133 | -122.699 | -66.8518 | 60.8714 | -127.7232 |
Avg Daily Profit (%) | 1.0501 | 1.1055 | -0.0554 | -0.0498 | 0.0215 | 0 |
Buy And Hold Return (%) | 411.7587 | 411.7587 | 411.7587 | 411.7587 | 411.7587 | 411.7587 |
Max Trade Drawdown | -302675 | -184442 | -224181 | -445675 | -298884 | -147127 |
Profit Factor | 3.9024 | 7.4146 | 0.7078 | 0.9045 | 1.1436 | 0.5382 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Profitability (%) | 48.6726 | 56.1404 | 41.0714 | 48.6726 | 56.1404 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.1153 | 5.7926 | 1.0155 | 0.9539 | 0.8935 | 0.7722 |
Largest Winning Trade | 2568764 | 2568764 | 47409 | 383602 | 383602 | 55932 |
Largest Losing Trade | -60272 | -52873 | -60272 | -182378 | -182378 | -46995 |
Avg Bars in Trades | 36 | 24 | 48 | 36 | 24 | 48 |
Avg Bars in Winners | 47 | 25 | 78 | 47 | 25 | 78 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 4120 | 1385 | 2735 | 4120 | 1385 | 2735 |
Profit Streak | 15.4552 | 41.9552 | 15.4552 | 15.4552 | 41.9552 | 15.4552 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746811 | -156735 | -762056 | -579507 | -572150 | -763723 |
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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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