Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146605.177 | 1150321.1609 | -3715.9839 | 364491.0605 | 308488.3029 | 56002.7576 |
Total P&L (%) | 1146.6052 | 1150.3212 | -3.716 | 364.4911 | 308.4883 | 56.0028 |
Avg Daily Profit (%) | 0.5277 | 0.5294 | -0.0017 | 0.0707 | 0.0648 | 0.0205 |
Buy And Hold Return (%) | 97.4068 | 97.4068 | 97.4068 | 97.4068 | 97.4068 | 97.4068 |
Max Trade Drawdown | -190888 | -185983 | -18669 | -1833558 | -1998410 | -159399 |
Profit Factor | 2.9458 | 3.1423 | 0.929 | 1.07 | 1.063 | 1.1796 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 46.729 | 47.1698 | 46.2963 | 46.729 | 47.1698 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.3583 | 3.5194 | 1.0776 | 1.2198 | 1.1906 | 1.3683 |
Largest Winning Trade | 810233 | 810233 | 10383 | 1604228 | 1604228 | 189231 |
Largest Losing Trade | -54676 | -54676 | -7145 | -844561 | -844561 | -128775 |
Avg Bars in Trades | 119 | 240 | 1 | 119 | 240 | 1 |
Avg Bars in Winners | 98 | 195 | 1 | 98 | 195 | 1 |
Avg Bars in Losers | 138 | 280 | 1 | 138 | 280 | 1 |
Bars Traded | 12793 | 12739 | 54 | 12793 | 12739 | 54 |
Profit Streak | 8.4942 | 0 | 104.6609 | 8.4942 | 0 | 104.6609 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581309 | -164298 | -759371 | -244865 | -441781 | -534560 |
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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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