Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256783.9768 | 1310308.494 | -53524.5173 | 328493.3878 | 1127306.3096 | -798812.9218 |
Total P&L (%) | 1256.784 | 1310.3085 | -53.5245 | 328.4934 | 1127.3063 | -798.8129 |
Avg Daily Profit (%) | 0.6927 | 0.7222 | -0.0295 | 0.0802 | 0.1383 | 0 |
Buy And Hold Return (%) | 547.1665 | 547.1665 | 547.1665 | 547.1665 | 547.1665 | 547.1665 |
Max Trade Drawdown | -125610 | -90620 | -96721 | -1981778 | -1264478 | -947543 |
Profit Factor | 2.3929 | 4.1742 | 0.8906 | 1.0471 | 1.3387 | 0.7807 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 44.4444 | 48.5294 | 40.2985 | 44.4444 | 48.5294 | 40.2985 |
Ratio Avg Win / Avg Loss | 2.9912 | 4.4271 | 1.3195 | 1.3089 | 1.4198 | 1.1565 |
Largest Winning Trade | 956459 | 956459 | 79585 | 711400 | 711400 | 507851 |
Largest Losing Trade | -34460 | -32660 | -34460 | -401970 | -401970 | -376781 |
Avg Bars in Trades | 52 | 42 | 64 | 52 | 42 | 64 |
Avg Bars in Winners | 67 | 50 | 88 | 67 | 50 | 88 |
Avg Bars in Losers | 41 | 33 | 47 | 41 | 33 | 47 |
Bars Traded | 7154 | 2859 | 4295 | 7154 | 2859 | 4295 |
Profit Streak | 16.2458 | 87.2458 | 16.2458 | 16.2458 | 87.2458 | 16.2458 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416791 | -93234 | -699266 | -420610 | -122821 | -699266 |
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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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