Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222161.0539 | 1479485.4012 | -257324.3473 | -99256.9746 | 139832.8742 | -239089.8488 |
Total P&L (%) | 1222.1611 | 1479.4854 | -257.3243 | -99.257 | 139.8329 | -239.0898 |
Avg Daily Profit (%) | 0.5526 | 0.6689 | -0.1163 | -0.2214 | 0.0396 | 0 |
Buy And Hold Return (%) | 340.6113 | 340.6113 | 340.6113 | 340.6113 | 340.6113 | 340.6113 |
Max Trade Drawdown | -340818 | -171828 | -283278 | -340917 | -123590 | -270562 |
Profit Factor | 2.193 | 4.364 | 0.5599 | 0.8467 | 1.5914 | 0.4182 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 52.2727 | 50 | 54.5455 | 52.2727 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0023 | 4.364 | 0.4666 | 0.7731 | 1.5914 | 0.3485 |
Largest Winning Trade | 1577770 | 1577770 | 44159 | 265265 | 265265 | 59428 |
Largest Losing Trade | -79375 | -59622 | -79375 | -225076 | -123590 | -225076 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 79 | 83 | 75 | 79 | 83 | 75 |
Bars Traded | 6472 | 3313 | 3159 | 6472 | 3313 | 3159 |
Profit Streak | 68.4698 | 91.8031 | 68.4698 | 68.4698 | 91.8031 | 68.4698 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529305 | 679540 | -578750 | -578710 | -301443 | -578750 |
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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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