Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919201.1216 | 1040133.3886 | -120932.2669 | -109982.3082 | -40747.1388 | -69235.1693 |
Total P&L (%) | 919.2011 | 1040.1334 | -120.9323 | -109.9823 | -40.7471 | -69.2352 |
Avg Daily Profit (%) | 0.4075 | 0.4612 | -0.0536 | 0 | -0.0232 | -0.0523 |
Buy And Hold Return (%) | 347.4609 | 347.4609 | 347.4609 | 347.4609 | 347.4609 | 347.4609 |
Max Trade Drawdown | -207997 | -77298 | -239479 | -143838 | -47928 | -106102 |
Profit Factor | 2.1135 | 3.9313 | 0.7431 | 0.5533 | 0.5835 | 0.5335 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 24 | 28 | 56 | 28 | 28 |
Losing Trades | 56 | 30 | 26 | 52 | 26 | 26 |
Profitability (%) | 48.1481 | 44.4444 | 51.8519 | 51.8519 | 51.8519 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.276 | 4.9141 | 0.69 | 0.5138 | 0.5418 | 0.4954 |
Largest Winning Trade | 888059 | 888059 | 47353 | 17901 | 6820 | 17901 |
Largest Losing Trade | -104833 | -54392 | -104833 | -102876 | -35634 | -102876 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 45 | 46 | 44 | 34 | 37 | 30 |
Avg Bars in Losers | 33 | 36 | 30 | 44 | 44 | 45 |
Bars Traded | 4262 | 2212 | 2050 | 4262 | 2212 | 2050 |
Profit Streak | 0 | 0 | 0 | 57.1609 | 69.6609 | 57.1609 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358973 | -168051 | -760593 | -579270 | -760035 | -760032 |
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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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