Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2447301.7181 | 2539317.8158 | -92016.0977 | -7945.9251 | 97426.51 | -105372.4351 |
Total P&L (%) | 2447.3017 | 2539.3178 | -92.0161 | -7.9459 | 97.4265 | -105.3724 |
Avg Daily Profit (%) | 1.1007 | 1.142 | -0.0414 | -0.0037 | 0.0306 | 0 |
Buy And Hold Return (%) | 907.1494 | 907.1494 | 907.1494 | 907.1494 | 907.1494 | 907.1494 |
Max Trade Drawdown | -183998 | -99662 | -189430 | -605016 | -397694 | -243039 |
Profit Factor | 3.4593 | 6.1894 | 0.8181 | 0.9943 | 1.1231 | 0.8224 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 50.303 | 51.8072 | 48.7805 | 50.303 | 51.8072 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.4176 | 5.7576 | 0.859 | 0.9823 | 1.0447 | 0.8635 |
Largest Winning Trade | 2541406 | 2541406 | 48530 | 478921 | 478921 | 135581 |
Largest Losing Trade | -52873 | -52873 | -51822 | -176828 | -176828 | -108031 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 32 | 27 | 38 | 32 | 27 | 38 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4350 | 1926 | 2424 | 4350 | 1926 | 2424 |
Profit Streak | 26.03 | 126.53 | 26.03 | 26.03 | 126.53 | 26.03 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 695138 | 732043 | -584890 | -578132 | -401317 | -584890 |
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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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