Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059020.4072 | 1061469.658 | -2449.2508 | 851903.5763 | 1040193.1449 | -188289.5685 |
Total P&L (%) | 1059.0204 | 1061.4697 | -2.4493 | 851.9036 | 1040.1931 | -188.2896 |
Avg Daily Profit (%) | 0.5798 | 0.5811 | -0.0013 | 0.1234 | 0.1333 | 0 |
Buy And Hold Return (%) | 688.2944 | 688.2944 | 688.2944 | 688.2944 | 688.2944 | 688.2944 |
Max Trade Drawdown | -130365 | -88302 | -142390 | -937052 | -617135 | -571030 |
Profit Factor | 2.8882 | 4.8433 | 0.9914 | 1.3212 | 1.862 | 0.8698 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 42.8571 | 50 | 35.8974 | 42.8571 | 50 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.851 | 4.8433 | 1.7704 | 1.7616 | 1.862 | 1.5532 |
Largest Winning Trade | 583955 | 583955 | 73343 | 674600 | 674600 | 370791 |
Largest Losing Trade | -40645 | -39966 | -40645 | -349991 | -205299 | -349991 |
Avg Bars in Trades | 137 | 130 | 144 | 137 | 130 | 144 |
Avg Bars in Winners | 204 | 181 | 236 | 204 | 181 | 236 |
Avg Bars in Losers | 87 | 80 | 93 | 87 | 80 | 93 |
Bars Traded | 10616 | 4977 | 5639 | 10616 | 4977 | 5639 |
Profit Streak | 43.4982 | 115.1649 | 43.4982 | 43.4982 | 115.1649 | 43.4982 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40725 | 374383 | -582476 | -165874 | -19870 | -582476 |
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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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