Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374399.2563 | 1448134.3084 | -73735.052 | -16153.1157 | 1253929.0138 | -1270082.1295 |
Total P&L (%) | 1374.3993 | 1448.1343 | -73.7351 | -16.1531 | 1253.929 | -1270.0821 |
Avg Daily Profit (%) | 0.6069 | 0.6394 | -0.0326 | -0.0078 | 0.1151 | 0 |
Buy And Hold Return (%) | 265.2062 | 265.2062 | 265.2062 | 265.2062 | 265.2062 | 265.2062 |
Max Trade Drawdown | -250919 | -173347 | -143557 | -4878193 | -3193345 | -1945161 |
Profit Factor | 2.7611 | 3.9433 | 0.7444 | 0.9978 | 1.257 | 0.509 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 44.2478 | 32.1429 | 56.1404 | 44.2478 | 32.1429 | 56.1404 |
Ratio Avg Win / Avg Loss | 3.4789 | 8.3248 | 0.5815 | 1.2573 | 2.6537 | 0.3976 |
Largest Winning Trade | 1251724 | 1251724 | 22708 | 4162289 | 4162289 | 449626 |
Largest Losing Trade | -53902 | -53902 | -44733 | -1572841 | -1572841 | -1149776 |
Avg Bars in Trades | 77 | 129 | 26 | 77 | 129 | 26 |
Avg Bars in Winners | 107 | 249 | 27 | 107 | 249 | 27 |
Avg Bars in Losers | 53 | 72 | 25 | 53 | 72 | 25 |
Bars Traded | 8736 | 7233 | 1503 | 8736 | 7233 | 1503 |
Profit Streak | 86.369 | 120.619 | 86.369 | 86.369 | 120.619 | 86.369 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525472 | -168138 | -759201 | -580087 | -225470 | -759201 |
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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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