Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259592.9559 | 1312953.4349 | -53360.479 | 65289.345 | 494054.1205 | -428764.7754 |
Total P&L (%) | 1259.593 | 1312.9534 | -53.3605 | 65.2893 | 494.0541 | -428.7648 |
Avg Daily Profit (%) | 0.69 | 0.7193 | -0.0292 | 0.0275 | 0.0977 | 0 |
Buy And Hold Return (%) | 643.6985 | 643.6985 | 643.6985 | 643.6985 | 643.6985 | 643.6985 |
Max Trade Drawdown | -192820 | -160676 | -53167 | -2126833 | -1778998 | -460141 |
Profit Factor | 3.0563 | 3.6561 | 0.5487 | 1.0187 | 1.1717 | 0.3055 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 44.4444 | 38.7755 | 50 | 44.4444 | 38.7755 | 50 |
Ratio Avg Win / Avg Loss | 3.8204 | 5.7727 | 0.5487 | 1.2734 | 1.8501 | 0.3055 |
Largest Winning Trade | 744638 | 744638 | 9336 | 1995168 | 1995168 | 36841 |
Largest Losing Trade | -55847 | -55847 | -18088 | -730466 | -730466 | -128292 |
Avg Bars in Trades | 205 | 408 | 7 | 205 | 408 | 7 |
Avg Bars in Winners | 210 | 477 | 7 | 210 | 477 | 7 |
Avg Bars in Losers | 201 | 364 | 7 | 201 | 364 | 7 |
Bars Traded | 20361 | 19996 | 365 | 20361 | 19996 | 365 |
Profit Streak | 88.2707 | 0 | 97.854 | 88.2707 | 0 | 97.854 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343780 | 302121 | -759995 | -523187 | -263171 | -759995 |
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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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