Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2597136.3046 | 2602577.4719 | -5441.1673 | 509921.4803 | 521378.1663 | -11456.686 |
Total P&L (%) | 2597.1363 | 2602.5775 | -5.4412 | 509.9215 | 521.3782 | -11.4567 |
Avg Daily Profit (%) | 1.1688 | 1.1713 | -0.0024 | 0.0814 | 0.0822 | -0.0055 |
Buy And Hold Return (%) | 204.0903 | 204.0903 | 204.0903 | 204.0903 | 204.0903 | 204.0903 |
Max Trade Drawdown | -140809 | -85351 | -102056 | -2541892 | -1591817 | -1532884 |
Profit Factor | 4.738 | 9.6243 | 0.9862 | 1.0629 | 1.156 | 0.9976 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 48.1818 | 50.9091 | 45.4545 | 48.1818 | 50.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.0955 | 9.2806 | 1.1834 | 1.1431 | 1.1147 | 1.1971 |
Largest Winning Trade | 2568764 | 2568764 | 50112 | 1093642 | 1093642 | 731947 |
Largest Losing Trade | -39556 | -39556 | -36825 | -708106 | -354763 | -708106 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 4243 | 1995 | 2248 | 4243 | 1995 | 2248 |
Profit Streak | 18.0049 | 18.0049 | 23.0049 | 18.0049 | 18.0049 | 23.0049 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 782660 | -157356 | -760387 | -238135 | -314561 | -760387 |
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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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