Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280230.4256 | 1314889.305 | -34658.8794 | 333363.862 | 1001207.7338 | -667843.8718 |
Total P&L (%) | 1280.2304 | 1314.8893 | -34.6589 | 333.3639 | 1001.2077 | -667.8439 |
Avg Daily Profit (%) | 0.7059 | 0.7251 | -0.0191 | 0.0809 | 0.1324 | 0 |
Buy And Hold Return (%) | 587.5364 | 587.5364 | 587.5364 | 587.5364 | 587.5364 | 587.5364 |
Max Trade Drawdown | -183935 | -101950 | -156357 | -1385445 | -909107 | -779981 |
Profit Factor | 2.8854 | 4.8063 | 0.8961 | 1.0997 | 1.5869 | 0.5922 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 39.3258 | 34.0909 | 44.4444 | 39.3258 | 34.0909 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.4518 | 9.2922 | 1.1201 | 1.6967 | 3.0679 | 0.7403 |
Largest Winning Trade | 880045 | 880045 | 77701 | 810052 | 810052 | 262733 |
Largest Losing Trade | -59339 | -59339 | -48235 | -533036 | -533036 | -362602 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 121 | 151 | 99 | 121 | 151 | 99 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 7009 | 3861 | 3147 | 7009 | 3861 | 3147 |
Profit Streak | 23.711 | 0 | 25.711 | 23.711 | 0 | 25.711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317055 | 314908 | -580663 | -363844 | -27934 | -582330 |
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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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