Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217990.704 | 1235958.9649 | -17968.261 | 681857.6791 | 1752936.5846 | -1071078.9055 |
Total P&L (%) | 1217.9907 | 1235.959 | -17.9683 | 681.8577 | 1752.9366 | -1071.0789 |
Avg Daily Profit (%) | 0.6709 | 0.6808 | -0.0099 | 0.1134 | 0.1609 | 0 |
Buy And Hold Return (%) | 616.2487 | 616.2487 | 616.2487 | 616.2487 | 616.2487 | 616.2487 |
Max Trade Drawdown | -103103 | -85247 | -82356 | -1630905 | -1313983 | -1197450 |
Profit Factor | 2.7138 | 4.6299 | 0.9515 | 1.111 | 1.562 | 0.6457 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 45.9184 | 46.9388 | 44.898 | 45.9184 | 46.9388 | 44.898 |
Ratio Avg Win / Avg Loss | 3.1962 | 5.2339 | 1.1677 | 1.3085 | 1.7658 | 0.7925 |
Largest Winning Trade | 888142 | 888142 | 71336 | 1103030 | 1103030 | 355713 |
Largest Losing Trade | -55081 | -38667 | -55081 | -864883 | -864883 | -501737 |
Avg Bars in Trades | 107 | 100 | 115 | 107 | 100 | 115 |
Avg Bars in Winners | 141 | 123 | 160 | 141 | 123 | 160 |
Avg Bars in Losers | 79 | 80 | 78 | 79 | 80 | 78 |
Bars Traded | 10572 | 4911 | 5661 | 10572 | 4911 | 5661 |
Profit Streak | 13.7352 | 0 | 53.5685 | 13.7352 | 0 | 53.5685 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340850 | 422117 | -580014 | -273052 | 221638 | -581680 |
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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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