Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2563418.6277 | 2638474.719 | -75056.0913 | 6402.797 | 132565.2543 | -126162.4573 |
Total P&L (%) | 2563.4186 | 2638.4747 | -75.0561 | 6.4028 | 132.5653 | -126.1625 |
Avg Daily Profit (%) | 1.1516 | 1.1853 | -0.0337 | 0.0028 | 0.0379 | 0 |
Buy And Hold Return (%) | 218.0758 | 218.0758 | 218.0758 | 218.0758 | 218.0758 | 218.0758 |
Max Trade Drawdown | -171318 | -90987 | -123084 | -553698 | -361437 | -369298 |
Profit Factor | 4.1406 | 8.684 | 0.8413 | 1.0032 | 1.1598 | 0.89 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 49.5935 | 50.8197 | 48.3871 | 49.5935 | 50.8197 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.2085 | 8.4039 | 0.8974 | 1.0197 | 1.1224 | 0.9493 |
Largest Winning Trade | 2666070 | 2666070 | 53419 | 309190 | 309190 | 183387 |
Largest Losing Trade | -63747 | -42314 | -63747 | -184434 | -152881 | -184434 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 4255 | 1942 | 2313 | 4255 | 1942 | 2313 |
Profit Streak | 21.8587 | 21.8587 | 26.8587 | 21.8587 | 21.8587 | 26.8587 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 801750 | -138995 | -734570 | -570195 | -513776 | -734570 |
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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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