Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226638.806 | 1322467.9529 | -95829.147 | 5671.4761 | 126664.0647 | -120992.5886 |
Total P&L (%) | 1226.6388 | 1322.468 | -95.8291 | 5.6715 | 126.6641 | -120.9926 |
Avg Daily Profit (%) | 0.5401 | 0.5822 | -0.0422 | 0.0024 | 0.036 | 0 |
Buy And Hold Return (%) | 405.1665 | 405.1665 | 405.1665 | 405.1665 | 405.1665 | 405.1665 |
Max Trade Drawdown | -176963 | -79380 | -204037 | -369936 | -209070 | -204055 |
Profit Factor | 2.6406 | 5.0394 | 0.772 | 1.0039 | 1.1938 | 0.8464 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 40.3509 | 42.1053 | 38.5965 | 40.3509 | 42.1053 | 38.5965 |
Ratio Avg Win / Avg Loss | 3.9035 | 6.9292 | 1.2282 | 1.4841 | 1.6415 | 1.3465 |
Largest Winning Trade | 1200325 | 1200325 | 51802 | 202230 | 202230 | 116032 |
Largest Losing Trade | -48170 | -43842 | -48170 | -114730 | -75879 | -114730 |
Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Winners | 86 | 72 | 102 | 86 | 72 | 102 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 6505 | 2976 | 3529 | 6505 | 2976 | 3529 |
Profit Streak | 0 | 0 | 48.4268 | 0 | 0 | 48.4268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339998 | -166873 | -763317 | -574992 | -499847 | -763317 |
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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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