Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156473.5385 | 1195108.761 | -38635.2225 | 50316.7878 | 247588.5307 | -197271.7429 |
Total P&L (%) | 1156.4735 | 1195.1088 | -38.6352 | 50.3168 | 247.5885 | -197.2717 |
Avg Daily Profit (%) | 0.6154 | 0.6359 | -0.0206 | 0.0217 | 0.0663 | 0 |
Buy And Hold Return (%) | 272.2822 | 272.2822 | 272.2822 | 272.2822 | 272.2822 | 272.2822 |
Max Trade Drawdown | -151431 | -90457 | -145837 | -655302 | -416053 | -340449 |
Profit Factor | 2.6021 | 4.2409 | 0.8906 | 1.0215 | 1.1949 | 0.8154 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 44.1441 | 36.3636 | 51.7857 | 44.1441 | 36.3636 | 51.7857 |
Ratio Avg Win / Avg Loss | 3.2925 | 7.4216 | 0.8292 | 1.2925 | 2.0911 | 0.7591 |
Largest Winning Trade | 1032538 | 1032538 | 53171 | 529407 | 529407 | 125429 |
Largest Losing Trade | -57115 | -48120 | -57115 | -255742 | -192045 | -255742 |
Avg Bars in Trades | 47 | 60 | 34 | 47 | 60 | 34 |
Avg Bars in Winners | 63 | 84 | 49 | 63 | 84 | 49 |
Avg Bars in Losers | 34 | 47 | 18 | 34 | 47 | 18 |
Bars Traded | 5289 | 3341 | 1948 | 5289 | 3341 | 1948 |
Profit Streak | 96.2364 | 98.9031 | 96.2364 | 96.2364 | 98.9031 | 96.2364 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502710 | -167552 | -759643 | -527108 | -459862 | -759643 |
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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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