Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144691.6297 | 1308258.1825 | -163566.5529 | -109721.5992 | 84809.4038 | -194531.003 |
Total P&L (%) | 1144.6916 | 1308.2582 | -163.5666 | -109.7216 | 84.8094 | -194.531 |
Avg Daily Profit (%) | 0.6386 | 0.7299 | -0.0913 | 0 | 0.0343 | 0 |
Buy And Hold Return (%) | 488.438 | 488.438 | 488.438 | 488.438 | 488.438 | 488.438 |
Max Trade Drawdown | -280039 | -148484 | -313661 | -204671 | -38982 | -213766 |
Profit Factor | 2.1538 | 3.9762 | 0.704 | 0.6933 | 1.9125 | 0.2652 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 18 | 27 | 64 | 38 | 26 |
Losing Trades | 64 | 37 | 27 | 45 | 17 | 28 |
Profitability (%) | 41.2844 | 32.7273 | 50 | 58.7156 | 69.0909 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.0632 | 8.1733 | 0.704 | 0.4874 | 0.8556 | 0.2856 |
Largest Winning Trade | 1266163 | 1266163 | 55046 | 95691 | 95691 | 19832 |
Largest Losing Trade | -115660 | -44370 | -115660 | -193872 | -26022 | -193872 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 51 | 50 | 52 | 20 | 20 | 19 |
Avg Bars in Losers | 18 | 18 | 18 | 48 | 46 | 50 |
Bars Traded | 3495 | 1587 | 1909 | 3495 | 1587 | 1909 |
Profit Streak | 28.5114 | 42.0114 | 0 | 0 | 0 | 52.0114 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314132 | -170008 | -760833 | -579358 | -489342 | -760989 |
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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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