Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122561.4216 | 1207190.2623 | -84628.8408 | -19805.4898 | 359620.9181 | -379426.4079 |
Total P&L (%) | 1122.5614 | 1207.1903 | -84.6288 | -19.8055 | 359.6209 | -379.4264 |
Avg Daily Profit (%) | 0.5043 | 0.5423 | -0.038 | -0.0099 | 0.0685 | 0 |
Buy And Hold Return (%) | 289.0315 | 289.0315 | 289.0315 | 289.0315 | 289.0315 | 289.0315 |
Max Trade Drawdown | -154502 | -98137 | -116951 | -533741 | -257833 | -356311 |
Profit Factor | 2.4903 | 4.4251 | 0.7888 | 0.985 | 1.6006 | 0.4749 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 48 | 44.7368 | 51.3514 | 48 | 44.7368 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.6978 | 5.4664 | 0.7473 | 1.0671 | 1.9772 | 0.4499 |
Largest Winning Trade | 1051013 | 1051013 | 52183 | 525627 | 525627 | 46736 |
Largest Losing Trade | -61386 | -61386 | -52517 | -228099 | -158132 | -228099 |
Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
Avg Bars in Winners | 71 | 64 | 78 | 71 | 64 | 78 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 4334 | 1994 | 2340 | 4334 | 1994 | 2340 |
Profit Streak | 20.3561 | 58.3561 | 0 | 20.3561 | 58.3561 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48441 | 547800 | -580597 | -640612 | -189238 | -580597 |
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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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