Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019191.0765 | 1148050.7805 | -128859.704 | -111373.7399 | 497566.1136 | -608939.8535 |
Total P&L (%) | 1019.1911 | 1148.0508 | -128.8597 | -111.3737 | 497.5661 | -608.9399 |
Avg Daily Profit (%) | 0.5605 | 0.6314 | -0.0709 | 0 | 0.0984 | 0 |
Buy And Hold Return (%) | 709.2048 | 709.2048 | 709.2048 | 709.2048 | 709.2048 | 709.2048 |
Max Trade Drawdown | -300840 | -162478 | -155070 | -1152985 | -370832 | -802106 |
Profit Factor | 2.3381 | 3.9611 | 0.6554 | 0.9115 | 2.1504 | 0.2624 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.3381 | 3.9611 | 0.6554 | 0.9115 | 2.1504 | 0.2624 |
Largest Winning Trade | 791007 | 791007 | 72333 | 791007 | 791007 | 86536 |
Largest Losing Trade | -104380 | -53135 | -104380 | -709050 | -298246 | -709050 |
Avg Bars in Trades | 57 | 71 | 44 | 57 | 71 | 44 |
Avg Bars in Winners | 64 | 72 | 57 | 57 | 83 | 31 |
Avg Bars in Losers | 51 | 69 | 32 | 58 | 58 | 58 |
Bars Traded | 5102 | 3124 | 1977 | 5102 | 3124 | 1977 |
Profit Streak | 58.0252 | 87.0252 | 58.0252 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13008 | 372477 | -580158 | -580543 | -223283 | -580719 |
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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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