Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233711.331 | 1258772.1919 | -25060.8609 | 76949.102 | 152282.2314 | -75333.1294 |
Total P&L (%) | 1233.7113 | 1258.7722 | -25.0609 | 76.9491 | 152.2822 | -75.3331 |
Avg Daily Profit (%) | 0.6539 | 0.6672 | -0.0133 | 0.0303 | 0.0491 | -0.0742 |
Buy And Hold Return (%) | 368.02 | 368.02 | 368.02 | 368.02 | 368.02 | 368.02 |
Max Trade Drawdown | -144811 | -137517 | -89988 | -1070504 | -1038727 | -430677 |
Profit Factor | 2.6037 | 4.576 | 0.9399 | 1.0268 | 1.0936 | 0.9394 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 52.8302 | 49.0566 | 56.6038 | 52.8302 | 49.0566 | 56.6038 |
Ratio Avg Win / Avg Loss | 2.3248 | 4.752 | 0.7206 | 0.9168 | 1.1356 | 0.7202 |
Largest Winning Trade | 870385 | 870385 | 52890 | 849938 | 849938 | 297474 |
Largest Losing Trade | -77008 | -29663 | -77008 | -417014 | -201242 | -417014 |
Avg Bars in Trades | 68 | 67 | 70 | 68 | 67 | 70 |
Avg Bars in Winners | 76 | 78 | 75 | 76 | 78 | 75 |
Avg Bars in Losers | 59 | 56 | 62 | 59 | 56 | 62 |
Bars Traded | 7271 | 3560 | 3710 | 7271 | 3560 | 3710 |
Profit Streak | 21.2813 | 56.5313 | 0 | 21.2813 | 56.5313 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550237 | -162664 | -759977 | -509757 | -590218 | -759977 |
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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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