Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963774.3996 | 879050.4572 | 84723.9424 | 2913136.9955 | 4072549.4219 | -1159412.4264 |
Total P&L (%) | 963.7744 | 879.0505 | 84.7239 | 2913.137 | 4072.5494 | -1159.4124 |
Avg Daily Profit (%) | 0.4454 | 0.4062 | 0.0392 | 0.1575 | 0.1726 | 0 |
Buy And Hold Return (%) | 374.0741 | 374.0741 | 374.0741 | 374.0741 | 374.0741 | 374.0741 |
Max Trade Drawdown | -196406 | -160038 | -54297 | -4193802 | -2540162 | -2150118 |
Profit Factor | 2.2026 | 2.8508 | 1.2595 | 1.1706 | 1.4328 | 0.8487 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 53.7037 | 48.1481 | 59.2593 | 53.7037 | 48.1481 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.8988 | 3.0701 | 0.8659 | 1.0092 | 1.543 | 0.5835 |
Largest Winning Trade | 212773 | 212773 | 41379 | 2327604 | 2327604 | 770619 |
Largest Losing Trade | -54065 | -54065 | -37074 | -1857068 | -1857068 | -1653639 |
Avg Bars in Trades | 57 | 88 | 26 | 57 | 88 | 26 |
Avg Bars in Winners | 46 | 77 | 20 | 46 | 77 | 20 |
Avg Bars in Losers | 70 | 98 | 35 | 70 | 98 | 35 |
Bars Traded | 6221 | 4766 | 1455 | 6221 | 4766 | 1455 |
Profit Streak | 13.9066 | 0 | 61.2399 | 13.9066 | 0 | 61.2399 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439319 | -170089 | -486229 | -23798 | -170966 | -758795 |
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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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