Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185303.1485 | 1247251.0862 | -61947.9377 | -40757.0113 | 667694.5009 | -708451.5122 |
Total P&L (%) | 1185.3031 | 1247.2511 | -61.9479 | -40.757 | 667.6945 | -708.4515 |
Avg Daily Profit (%) | 0.639 | 0.6724 | -0.0334 | -0.0282 | 0.1099 | 0 |
Buy And Hold Return (%) | 73.1063 | 73.1063 | 73.1063 | 73.1063 | 73.1063 | 73.1063 |
Max Trade Drawdown | -189854 | -161189 | -108668 | -987995 | -604286 | -780701 |
Profit Factor | 2.5468 | 4.207 | 0.8359 | 0.9851 | 1.5462 | 0.5311 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 40.1575 | 37.5 | 42.8571 | 40.1575 | 37.5 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.7952 | 7.0116 | 1.1145 | 1.468 | 2.577 | 0.7081 |
Largest Winning Trade | 1341514 | 1341514 | 61404 | 963149 | 963149 | 209549 |
Largest Losing Trade | -36053 | -36053 | -34976 | -246437 | -246437 | -220328 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3585 | 1612 | 1973 | 3585 | 1612 | 1973 |
Profit Streak | 26.8696 | 26.8696 | 52.3696 | 26.8696 | 26.8696 | 52.3696 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537631 | -123737 | -727372 | -580822 | -186132 | -729038 |
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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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