Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196007.0328 | 1189776.3835 | 6230.6493 | 427016.165 | -404502.919 | 831519.084 |
Total P&L (%) | 1196.007 | 1189.7764 | 6.2306 | 427.0162 | -404.5029 | 831.5191 |
Avg Daily Profit (%) | 0.6658 | 0.6624 | 0.0035 | 0.0926 | 0 | 0.1243 |
Buy And Hold Return (%) | 571.2913 | 571.2913 | 571.2913 | 571.2913 | 571.2913 | 571.2913 |
Max Trade Drawdown | -179572 | -194378 | -33497 | -16565397 | -16729864 | -724956 |
Profit Factor | 2.8805 | 3.142 | 1.0774 | 1.0168 | 0.9829 | 1.4558 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Profitability (%) | 63.3028 | 70.3704 | 56.3636 | 63.3028 | 70.3704 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.6699 | 1.323 | 0.8341 | 0.5894 | 0.4138 | 1.1271 |
Largest Winning Trade | 896997 | 896997 | 10239 | 4196305 | 4196305 | 598537 |
Largest Losing Trade | -73420 | -73420 | -17398 | -9267181 | -9267181 | -571960 |
Avg Bars in Trades | 192 | 385 | 3 | 192 | 385 | 3 |
Avg Bars in Winners | 116 | 208 | 3 | 116 | 208 | 3 |
Avg Bars in Losers | 324 | 806 | 2 | 324 | 806 | 2 |
Bars Traded | 21000 | 20833 | 167 | 21000 | 20833 | 167 |
Profit Streak | 86.9085 | 88.2419 | 86.9085 | 86.9085 | 88.2419 | 86.9085 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512213 | -165910 | -669460 | -435923 | -757232 | -228057 |
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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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