Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260984.8657 | 1295509.3387 | -34524.473 | -19449.9717 | 204746.1251 | -224196.0968 |
Total P&L (%) | 1260.9849 | 1295.5093 | -34.5245 | -19.45 | 204.7461 | -224.1961 |
Avg Daily Profit (%) | 0.6804 | 0.699 | -0.0186 | -0.0117 | 0.0601 | 0 |
Buy And Hold Return (%) | 63.7339 | 63.7339 | 63.7339 | 63.7339 | 63.7339 | 63.7339 |
Max Trade Drawdown | -190172 | -153494 | -109861 | -1054913 | -975777 | -525839 |
Profit Factor | 2.8534 | 4.7218 | 0.8961 | 0.9943 | 1.1085 | 0.8528 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40 | 37.2093 | 42.8571 | 40 | 37.2093 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2801 | 7.9681 | 1.1948 | 1.4914 | 1.8706 | 1.137 |
Largest Winning Trade | 1349724 | 1349724 | 50452 | 1049761 | 1049761 | 354780 |
Largest Losing Trade | -44846 | -36509 | -44846 | -374317 | -289415 | -374317 |
Avg Bars in Trades | 63 | 68 | 59 | 63 | 68 | 59 |
Avg Bars in Winners | 97 | 112 | 84 | 97 | 112 | 84 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 5439 | 2951 | 2488 | 5439 | 2951 | 2488 |
Profit Streak | 6.0932 | 6.4266 | 0 | 6.0932 | 6.4266 | 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 | 526502 | 563820 | -581845 | -582077 | -219836 | -581845 |
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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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