Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445938.9284 | 1536285.7072 | -90346.7788 | -8632.3404 | 398179.8507 | -406812.1912 |
Total P&L (%) | 1445.9389 | 1536.2857 | -90.3468 | -8.6323 | 398.1799 | -406.8122 |
Avg Daily Profit (%) | 0.6104 | 0.6485 | -0.0381 | -0.0038 | 0.0678 | 0 |
Buy And Hold Return (%) | 484.1709 | 484.1709 | 484.1709 | 484.1709 | 484.1709 | 484.1709 |
Max Trade Drawdown | -189674 | -132900 | -132919 | -2313990 | -1271162 | -1259262 |
Profit Factor | 2.869 | 5.0186 | 0.7691 | 0.9979 | 1.2016 | 0.8016 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 3.2066 | 6.2732 | 0.7691 | 1.1153 | 1.502 | 0.8016 |
Largest Winning Trade | 1442008 | 1442008 | 55525 | 1548305 | 1548305 | 699022 |
Largest Losing Trade | -47534 | -43767 | -47534 | -614525 | -329739 | -614525 |
Avg Bars in Trades | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Winners | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Losers | 73 | 69 | 77 | 73 | 69 | 77 |
Bars Traded | 9239 | 4566 | 4673 | 9239 | 4566 | 4673 |
Profit Streak | 12.4645 | 12.4645 | 20.2145 | 12.4645 | 12.4645 | 20.2145 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526166 | -164877 | -759770 | -578394 | -449182 | -759770 |
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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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