Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223783.3183 | 1180845.1028 | 42938.2155 | 2207932.0269 | 2376287.6278 | -168355.601 |
Total P&L (%) | 1223.7833 | 1180.8451 | 42.9382 | 2207.932 | 2376.2876 | -168.3556 |
Avg Daily Profit (%) | 0.6741 | 0.6505 | 0.0237 | 0.1731 | 0.1769 | 0 |
Buy And Hold Return (%) | 687.6638 | 687.6638 | 687.6638 | 687.6638 | 687.6638 | 687.6638 |
Max Trade Drawdown | -104890 | -113440 | -64473 | -888928 | -940707 | -1108091 |
Profit Factor | 2.9192 | 4.9612 | 1.1265 | 1.3408 | 1.8156 | 0.9528 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.1481 | 44.4444 | 51.8519 | 48.1481 | 44.4444 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.1438 | 6.2016 | 1.046 | 1.444 | 2.2695 | 0.8847 |
Largest Winning Trade | 711969 | 711969 | 68437 | 828908 | 828908 | 566057 |
Largest Losing Trade | -52985 | -35902 | -52985 | -479413 | -232904 | -479413 |
Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Winners | 58 | 64 | 54 | 58 | 64 | 54 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 5106 | 2721 | 2385 | 5106 | 2721 | 2385 |
Profit Streak | 16.6645 | 22.6645 | 0 | 16.6645 | 22.6645 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340068 | -170788 | -588286 | 192855 | -173089 | -760593 |
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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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