Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241710.7231 | 1299221.4817 | -57510.7586 | -4240.6905 | 161234.6615 | -165475.352 |
Total P&L (%) | 1241.7107 | 1299.2215 | -57.5108 | -4.2407 | 161.2347 | -165.4754 |
Avg Daily Profit (%) | 0.5578 | 0.5837 | -0.0258 | -0.0019 | 0.0431 | 0 |
Buy And Hold Return (%) | 204.9471 | 204.9471 | 204.9471 | 204.9471 | 204.9471 | 204.9471 |
Max Trade Drawdown | -155246 | -61180 | -174764 | -205795 | -46519 | -205124 |
Profit Factor | 3.2065 | 5.9746 | 0.8093 | 0.9913 | 1.862 | 0.4442 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 55.1724 | 58.1395 | 52.2727 | 55.1724 | 58.1395 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.6053 | 4.3017 | 0.7389 | 0.8054 | 1.3406 | 0.4055 |
Largest Winning Trade | 1319348 | 1319348 | 38388 | 222829 | 222829 | 24997 |
Largest Losing Trade | -78530 | -40249 | -78530 | -125082 | -34098 | -125082 |
Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Winners | 64 | 51 | 77 | 64 | 51 | 77 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 4242 | 1748 | 2494 | 4242 | 1748 | 2494 |
Profit Streak | 21.3028 | 48.3028 | 21.3028 | 21.3028 | 48.3028 | 21.3028 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667865 | 788735 | -579873 | -578823 | -296108 | -579873 |
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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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