Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083411.1307 | 1090157.2422 | -6746.1115 | 104667.5325 | 198073.8234 | -93406.2908 |
Total P&L (%) | 1083.4111 | 1090.1572 | -6.7461 | 104.6675 | 198.0738 | -93.4063 |
Avg Daily Profit (%) | 0.49 | 0.4931 | -0.0031 | 0.0324 | 0.0494 | -0.1229 |
Buy And Hold Return (%) | 334.3229 | 334.3229 | 334.3229 | 334.3229 | 334.3229 | 334.3229 |
Max Trade Drawdown | -132276 | -60938 | -171754 | -224507 | -75102 | -205424 |
Profit Factor | 2.583 | 4.4433 | 0.9817 | 1.1541 | 1.7065 | 0.7659 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.2268 | 3.8304 | 0.8463 | 0.9949 | 1.4711 | 0.6602 |
Largest Winning Trade | 1062883 | 1062883 | 44682 | 256599 | 256599 | 43271 |
Largest Losing Trade | -64960 | -42853 | -64960 | -69464 | -51133 | -69464 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 47 | 37 | 57 | 47 | 37 | 57 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 4070 | 1612 | 2458 | 4070 | 1612 | 2458 |
Profit Streak | 0 | 52.5264 | 0 | 0 | 52.5264 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479227 | -162837 | -760353 | -367328 | -468470 | -760353 |
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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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