Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125199.4058 | 1146724.8807 | -21525.4749 | 627484.1894 | 2048028.4212 | -1420544.2318 |
Total P&L (%) | 1125.1994 | 1146.7249 | -21.5255 | 627.4842 | 2048.0284 | -1420.5442 |
Avg Daily Profit (%) | 0.6173 | 0.6291 | -0.0118 | 0.1089 | 0.1684 | 0 |
Buy And Hold Return (%) | 784.6534 | 784.6534 | 784.6534 | 784.6534 | 784.6534 | 784.6534 |
Max Trade Drawdown | -120743 | -86683 | -93405 | -1841315 | -1065538 | -1484818 |
Profit Factor | 2.8325 | 5.0847 | 0.9354 | 1.1023 | 1.8135 | 0.6073 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 46.7532 | 50 | 43.5897 | 46.7532 | 50 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.2259 | 5.0847 | 1.2105 | 1.2554 | 1.8135 | 0.7859 |
Largest Winning Trade | 678800 | 678800 | 76688 | 1518381 | 1518381 | 524559 |
Largest Losing Trade | -41898 | -29756 | -41898 | -657586 | -329121 | -657586 |
Avg Bars in Trades | 92 | 86 | 97 | 92 | 86 | 97 |
Avg Bars in Winners | 139 | 122 | 158 | 139 | 122 | 158 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 7086 | 3288 | 3798 | 7086 | 3288 | 3798 |
Profit Streak | 35.1543 | 110.9043 | 35.1543 | 35.1543 | 110.9043 | 35.1543 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60290 | -1684 | -581041 | -367490 | 313967 | -582707 |
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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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