Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142358.1897 | 1151499.5114 | -9141.3217 | 920151.6117 | 2090588.4034 | -1170436.7917 |
Total P&L (%) | 1142.3582 | 1151.4995 | -9.1413 | 920.1516 | 2090.5884 | -1170.4368 |
Avg Daily Profit (%) | 0.6203 | 0.6253 | -0.005 | 0.1262 | 0.1678 | 0 |
Buy And Hold Return (%) | 558.2131 | 558.2131 | 558.2131 | 558.2131 | 558.2131 | 558.2131 |
Max Trade Drawdown | -116144 | -70379 | -107938 | -2508060 | -1738768 | -1186382 |
Profit Factor | 2.813 | 5.0902 | 0.9738 | 1.1168 | 1.582 | 0.7271 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 45.2632 | 50 | 40.4255 | 45.2632 | 50 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.4018 | 5.0902 | 1.435 | 1.3505 | 1.582 | 1.0715 |
Largest Winning Trade | 739435 | 739435 | 78091 | 1608377 | 1608377 | 665169 |
Largest Losing Trade | -43147 | -34191 | -43147 | -773829 | -773829 | -605276 |
Avg Bars in Trades | 227 | 224 | 231 | 227 | 224 | 231 |
Avg Bars in Winners | 326 | 292 | 370 | 326 | 292 | 370 |
Avg Bars in Losers | 146 | 155 | 137 | 146 | 155 | 137 |
Bars Traded | 21657 | 10762 | 10895 | 21657 | 10762 | 10895 |
Profit Streak | 28.933 | 130.0997 | 0 | 28.933 | 130.0997 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337375 | 524522 | -582753 | -126509 | 350560 | -582753 |
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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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