Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1939839.4267 | 2049107.4442 | -109268.0174 | -3923.6352 | 1127482.4255 | -1131406.0606 |
Total P&L (%) | 1939.8394 | 2049.1074 | -109.268 | -3.9236 | 1127.4824 | -1131.4061 |
Avg Daily Profit (%) | 0.8767 | 0.9261 | -0.0494 | -0.0018 | 0.1134 | 0 |
Buy And Hold Return (%) | 759.02 | 759.02 | 759.02 | 759.02 | 759.02 | 759.02 |
Max Trade Drawdown | -239093 | -158345 | -106016 | -2983360 | -1879387 | -1168495 |
Profit Factor | 3.8573 | 5.9184 | 0.5834 | 0.9991 | 1.4312 | 0.3992 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.7503 | 10.3572 | 1.0209 | 1.7485 | 2.5046 | 0.6986 |
Largest Winning Trade | 2082581 | 2082581 | 27442 | 2927680 | 2927680 | 218234 |
Largest Losing Trade | -39254 | -39254 | -23026 | -672152 | -672152 | -293788 |
Avg Bars in Trades | 56 | 101 | 11 | 56 | 101 | 11 |
Avg Bars in Winners | 92 | 171 | 13 | 92 | 171 | 13 |
Avg Bars in Losers | 36 | 61 | 10 | 36 | 61 | 10 |
Bars Traded | 6242 | 5588 | 654 | 6242 | 5588 | 654 |
Profit Streak | 159.5422 | 162.8755 | 159.5422 | 159.5422 | 162.8755 | 159.5422 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454969 | -166691 | -763892 | -582045 | -239013 | -765558 |
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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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