Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006435.8921 | 1136860.9885 | -130425.0963 | -825601.8057 | 315356.4672 | -1140958.273 |
Total P&L (%) | 1006.4359 | 1136.861 | -130.4251 | -825.6018 | 315.3565 | -1140.9583 |
Avg Daily Profit (%) | 0.539 | 0.6088 | -0.0698 | 0 | 0.0763 | 0 |
Buy And Hold Return (%) | 524.1382 | 524.1382 | 524.1382 | 524.1382 | 524.1382 | 524.1382 |
Max Trade Drawdown | -387641 | -146042 | -363770 | -2655548 | -991692 | -1744828 |
Profit Factor | 2.2769 | 4.3187 | 0.7073 | 0.7643 | 1.1982 | 0.4032 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 17 | 17 | 24 | 14 | 10 |
Losing Trades | 29 | 14 | 15 | 39 | 17 | 22 |
Profitability (%) | 53.9683 | 54.8387 | 53.125 | 38.0952 | 45.1613 | 31.25 |
Ratio Avg Win / Avg Loss | 1.942 | 3.5566 | 0.6241 | 1.242 | 1.4549 | 0.887 |
Largest Winning Trade | 802323 | 802323 | 52233 | 768586 | 768586 | 608981 |
Largest Losing Trade | -220706 | -64885 | -220706 | -816325 | -468088 | -816325 |
Avg Bars in Trades | 110 | 145 | 76 | 110 | 145 | 76 |
Avg Bars in Winners | 103 | 120 | 85 | 141 | 192 | 70 |
Avg Bars in Losers | 118 | 175 | 65 | 90 | 106 | 78 |
Bars Traded | 6941 | 4495 | 2446 | 6941 | 4495 | 2446 |
Profit Streak | 0 | 47.5658 | 0 | 22.5658 | 0 | 26.0658 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142636 | 511659 | -580405 | -734470 | -261305 | -587560 |
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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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