Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134690.2732 | 1197037.6962 | -62347.4229 | -16115.2873 | 166600.6506 | -182715.9379 |
Total P&L (%) | 1134.6903 | 1197.0377 | -62.3474 | -16.1153 | 166.6007 | -182.7159 |
Avg Daily Profit (%) | 0.6279 | 0.6624 | -0.0345 | -0.0097 | 0.0543 | 0 |
Buy And Hold Return (%) | 284.9241 | 284.9241 | 284.9241 | 284.9241 | 284.9241 | 284.9241 |
Max Trade Drawdown | -183136 | -164381 | -64958 | -875881 | -828240 | -184811 |
Profit Factor | 2.6133 | 3.0666 | 0.4977 | 0.9931 | 1.0854 | 0.5236 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 35.2941 | 33.3333 | 37.2549 | 35.2941 | 33.3333 | 37.2549 |
Ratio Avg Win / Avg Loss | 4.791 | 6.1332 | 0.8383 | 1.8207 | 2.1707 | 0.8818 |
Largest Winning Trade | 761136 | 761136 | 15071 | 799148 | 799148 | 50062 |
Largest Losing Trade | -59747 | -59747 | -17969 | -492257 | -492257 | -67872 |
Avg Bars in Trades | 34 | 67 | 1 | 34 | 67 | 1 |
Avg Bars in Winners | 63 | 131 | 1 | 63 | 131 | 1 |
Avg Bars in Losers | 18 | 34 | 1 | 18 | 34 | 1 |
Bars Traded | 3496 | 3419 | 78 | 3496 | 3419 | 78 |
Profit Streak | 96.1448 | 96.6448 | 96.1448 | 96.1448 | 96.6448 | 96.1448 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358292 | -170171 | -764952 | -582488 | -597694 | -764952 |
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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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