Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3030231.0206 | 3259164.9579 | -228933.9373 | -74867.502 | 38946.252 | -113813.7539 |
Total P&L (%) | 3030.231 | 3259.165 | -228.9339 | -74.8675 | 38.9463 | -113.8138 |
Avg Daily Profit (%) | 1.5433 | 1.6599 | -0.1166 | -0.0703 | 0.0168 | 0 |
Buy And Hold Return (%) | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 |
Max Trade Drawdown | -337787 | -112484 | -318886 | -155104 | -53466 | -158706 |
Profit Factor | 4.5908 | 10.9335 | 0.5561 | 0.7758 | 1.3035 | 0.4465 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 39.2157 | 45.098 | 33.3333 | 39.2157 | 45.098 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.1158 | 13.3104 | 1.1123 | 1.2025 | 1.5868 | 0.8931 |
Largest Winning Trade | 3302290 | 3302290 | 59919 | 74260 | 74260 | 19698 |
Largest Losing Trade | -65184 | -65184 | -49155 | -46092 | -27391 | -46092 |
Avg Bars in Trades | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Winners | 116 | 100 | 137 | 116 | 100 | 137 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 7519 | 3796 | 3724 | 7519 | 3796 | 3724 |
Profit Streak | 0 | 0 | 591.4777 | 0 | 0 | 591.4777 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322435 | -167057 | -764689 | -583033 | -516992 | -766356 |
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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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