Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253130.3807 | 1250827.7598 | 2302.6209 | -945.0929 | 154832.0425 | -155777.1354 |
Total P&L (%) | 1253.1304 | 1250.8278 | 2.3026 | -0.9451 | 154.832 | -155.7771 |
Avg Daily Profit (%) | 0.6538 | 0.6526 | 0.0012 | -0.0005 | 0.0488 | 0 |
Buy And Hold Return (%) | 26.7922 | 26.7922 | 26.7922 | 26.7922 | 26.7922 | 26.7922 |
Max Trade Drawdown | -240841 | -211724 | -37407 | -1514716 | -1290310 | -230188 |
Profit Factor | 3.5209 | 4.0928 | 1.0249 | 0.9996 | 1.0836 | 0.5393 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 43.8202 | 34.0909 | 53.3333 | 43.8202 | 34.0909 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.514 | 7.9127 | 0.8967 | 1.2815 | 2.0949 | 0.4718 |
Largest Winning Trade | 1416732 | 1416732 | 11812 | 1445386 | 1445386 | 38137 |
Largest Losing Trade | -53063 | -53063 | -15545 | -497259 | -497259 | -153089 |
Avg Bars in Trades | 124 | 244 | 7 | 124 | 244 | 7 |
Avg Bars in Winners | 169 | 432 | 5 | 169 | 432 | 5 |
Avg Bars in Losers | 88 | 146 | 9 | 88 | 146 | 9 |
Bars Traded | 11072 | 10739 | 333 | 11072 | 10739 | 333 |
Profit Streak | 11.5726 | 0 | 102.2393 | 11.5726 | 0 | 102.2393 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615284 | 464649 | -550504 | -580646 | -262158 | -579441 |
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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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