Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232622.0407 | 1454079.7613 | -221457.7206 | -99140.8166 | 924388.8733 | -1023529.6898 |
Total P&L (%) | 1232.622 | 1454.0798 | -221.4577 | -99.1408 | 924.3889 | -1023.5297 |
Avg Daily Profit (%) | 0.5444 | 0.6423 | -0.0978 | -0.2099 | 0.1028 | 0 |
Buy And Hold Return (%) | 398.5985 | 398.5985 | 398.5985 | 398.5985 | 398.5985 | 398.5985 |
Max Trade Drawdown | -475669 | -250983 | -312817 | -1957464 | -987071 | -1070426 |
Profit Factor | 2.3687 | 4.2043 | 0.5043 | 0.9559 | 1.876 | 0.1433 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 38.6792 | 35.8491 | 41.5094 | 38.6792 | 35.8491 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.7553 | 7.5235 | 0.7106 | 1.5155 | 3.357 | 0.2019 |
Largest Winning Trade | 1552327 | 1552327 | 32325 | 1839724 | 1839724 | 59580 |
Largest Losing Trade | -92959 | -57305 | -92959 | -822652 | -631002 | -822652 |
Avg Bars in Trades | 41 | 55 | 27 | 41 | 55 | 27 |
Avg Bars in Winners | 52 | 71 | 35 | 52 | 71 | 35 |
Avg Bars in Losers | 34 | 46 | 22 | 34 | 46 | 22 |
Bars Traded | 4394 | 2920 | 1474 | 4394 | 2920 | 1474 |
Profit Streak | 0 | 0 | 58.5524 | 0 | 0 | 58.5524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300380 | -169064 | -763296 | -582120 | -242054 | -763296 |
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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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