Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160261.6606 | 1239231.3186 | -78969.658 | -54160.3985 | 653599.0061 | -707759.4045 |
Total P&L (%) | 1160.2617 | 1239.2313 | -78.9697 | -54.1604 | 653.599 | -707.7594 |
Avg Daily Profit (%) | 0.6245 | 0.667 | -0.0425 | -0.042 | 0.1088 | 0 |
Buy And Hold Return (%) | 68.2266 | 68.2266 | 68.2266 | 68.2266 | 68.2266 | 68.2266 |
Max Trade Drawdown | -197382 | -158288 | -106176 | -972468 | -524422 | -734503 |
Profit Factor | 2.4456 | 4.1803 | 0.8088 | 0.979 | 1.5997 | 0.5251 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 39.6947 | 39.3939 | 40 | 39.6947 | 39.3939 | 40 |
Ratio Avg Win / Avg Loss | 3.7154 | 6.4313 | 1.2132 | 1.4873 | 2.4611 | 0.7876 |
Largest Winning Trade | 1341514 | 1341514 | 67201 | 939301 | 939301 | 224747 |
Largest Losing Trade | -34976 | -31480 | -34976 | -236308 | -204362 | -236308 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 36 | 29 | 42 | 36 | 29 | 42 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 3585 | 1635 | 1950 | 3585 | 1635 | 1950 |
Profit Streak | 19.7707 | 29.2707 | 19.7707 | 19.7707 | 29.2707 | 19.7707 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518884 | -108076 | -714401 | -581023 | -171647 | -716068 |
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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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