Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152204.7679 | 1254376.8049 | -102172.0371 | -6156.5235 | 1781586.2651 | -1787742.7886 |
Total P&L (%) | 1152.2048 | 1254.3768 | -102.172 | -6.1565 | 1781.5863 | -1787.7428 |
Avg Daily Profit (%) | 0.6356 | 0.6919 | -0.0564 | -0.0035 | 0.162 | 0 |
Buy And Hold Return (%) | 525.6344 | 525.6344 | 525.6344 | 525.6344 | 525.6344 | 525.6344 |
Max Trade Drawdown | -243118 | -113789 | -136714 | -2205918 | -1141783 | -1802783 |
Profit Factor | 1.9567 | 3.1292 | 0.8339 | 0.9992 | 1.4973 | 0.5745 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 46.1538 | 40.9091 | 51.3514 | 46.1538 | 40.9091 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.2828 | 4.52 | 0.79 | 1.1657 | 2.1628 | 0.5443 |
Largest Winning Trade | 869921 | 869921 | 68546 | 1695357 | 1695357 | 341150 |
Largest Losing Trade | -47052 | -32552 | -47052 | -602456 | -365711 | -602456 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 62 | 69 | 57 | 62 | 69 | 57 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 10614 | 5297 | 5317 | 10614 | 5297 | 5317 |
Profit Streak | 31.3628 | 36.5294 | 31.3628 | 31.3628 | 36.5294 | 31.3628 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397109 | 399680 | -579862 | -577949 | 163515 | -579862 |
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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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