Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087177.1876 | 1121852.9244 | -34675.7369 | 580233.3227 | 1049395.5854 | -469162.2627 |
Total P&L (%) | 1087.1772 | 1121.8529 | -34.6757 | 580.2333 | 1049.3956 | -469.1623 |
Avg Daily Profit (%) | 0.5907 | 0.6095 | -0.0188 | 0.1042 | 0.1328 | 0 |
Buy And Hold Return (%) | 595.9657 | 595.9657 | 595.9657 | 595.9657 | 595.9657 | 595.9657 |
Max Trade Drawdown | -160158 | -93358 | -123263 | -1813792 | -1202660 | -902729 |
Profit Factor | 2.8003 | 4.9326 | 0.8912 | 1.1479 | 1.5664 | 0.7733 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 36.7647 | 41.1765 | 32.3529 | 36.7647 | 41.1765 | 32.3529 |
Ratio Avg Win / Avg Loss | 4.8164 | 7.0466 | 1.8634 | 1.9745 | 2.2377 | 1.6168 |
Largest Winning Trade | 574645 | 574645 | 77441 | 1028589 | 1028589 | 463856 |
Largest Losing Trade | -41547 | -37610 | -41547 | -324607 | -311322 | -324607 |
Avg Bars in Trades | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Winners | 189 | 177 | 206 | 189 | 177 | 206 |
Avg Bars in Losers | 57 | 51 | 61 | 57 | 51 | 61 |
Bars Traded | 7199 | 3516 | 3683 | 7199 | 3516 | 3683 |
Profit Streak | 44.5492 | 182.7992 | 0 | 44.5492 | 182.7992 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109708 | 342693 | -584880 | -394248 | -23128 | -584880 |
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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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