Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156294.8724 | 1202988.8881 | -46694.0156 | -191315.3322 | 25724.9066 | -217040.2388 |
Total P&L (%) | 1156.2949 | 1202.9889 | -46.694 | -191.3153 | 25.7249 | -217.0402 |
Avg Daily Profit (%) | 0.6416 | 0.6675 | -0.0259 | 0 | 0.0127 | 0 |
Buy And Hold Return (%) | 190.1467 | 190.1467 | 190.1467 | 190.1467 | 190.1467 | 190.1467 |
Max Trade Drawdown | -183111 | -59108 | -281427 | -245356 | -55414 | -222394 |
Profit Factor | 2.7131 | 7.665 | 0.9056 | 0.5947 | 1.2318 | 0.3989 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 53 | 24 | 29 | 56 | 33 | 23 |
Losing Trades | 53 | 29 | 24 | 50 | 20 | 30 |
Profitability (%) | 50 | 45.283 | 54.717 | 52.8302 | 62.2642 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.7131 | 9.2619 | 0.7494 | 0.531 | 0.7465 | 0.5203 |
Largest Winning Trade | 1058998 | 1058998 | 71707 | 36338 | 36338 | 20177 |
Largest Losing Trade | -107430 | -32808 | -107430 | -124071 | -31678 | -124071 |
Avg Bars in Trades | 97 | 45 | 149 | 97 | 45 | 149 |
Avg Bars in Winners | 159 | 77 | 227 | 33 | 22 | 48 |
Avg Bars in Losers | 35 | 19 | 55 | 169 | 83 | 227 |
Bars Traded | 10362 | 2423 | 7938 | 10362 | 2423 | 7938 |
Profit Streak | 0 | 0 | 0 | 39.4743 | 39.4743 | 39.9743 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599666 | -161777 | -760221 | -579141 | -521566 | -762853 |
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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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