Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2245864.2426 | 2263600.247 | -17736.0044 | 183497.0829 | 836183.3102 | -652686.2272 |
Total P&L (%) | 2245.8642 | 2263.6002 | -17.736 | 183.4971 | 836.1833 | -652.6862 |
Avg Daily Profit (%) | 1.2584 | 1.2684 | -0.0099 | 0.0584 | 0.1254 | 0 |
Buy And Hold Return (%) | 384.3686 | 384.3686 | 384.3686 | 384.3686 | 384.3686 | 384.3686 |
Max Trade Drawdown | -254011 | -229171 | -57090 | -8357904 | -7046515 | -1427925 |
Profit Factor | 3.7462 | 4.5269 | 0.8992 | 1.0143 | 1.083 | 0.7623 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 44.2478 | 35.7143 | 52.6316 | 44.2478 | 35.7143 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.7202 | 8.1484 | 0.8093 | 1.278 | 1.9494 | 0.6861 |
Largest Winning Trade | 1374288 | 1374288 | 22140 | 3508620 | 3508620 | 594567 |
Largest Losing Trade | -57622 | -57622 | -44152 | -2350665 | -2350665 | -526716 |
Avg Bars in Trades | 178 | 326 | 33 | 178 | 326 | 33 |
Avg Bars in Winners | 182 | 409 | 30 | 182 | 409 | 30 |
Avg Bars in Losers | 175 | 279 | 36 | 175 | 279 | 36 |
Bars Traded | 20144 | 18258 | 1886 | 20144 | 18258 | 1886 |
Profit Streak | 98.2315 | 98.2315 | 225.6481 | 98.2315 | 98.2315 | 225.6481 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 687184 | -165048 | -759087 | -486072 | -344339 | -759087 |
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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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