Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233554.9955 | 1372344.5022 | -138789.5067 | -64407.0822 | 1014229.7986 | -1078636.8807 |
Total P&L (%) | 1233.555 | 1372.3445 | -138.7895 | -64.4071 | 1014.2298 | -1078.6369 |
Avg Daily Profit (%) | 0.6793 | 0.7557 | -0.0764 | -0.0569 | 0.1328 | 0 |
Buy And Hold Return (%) | 693.6163 | 693.6163 | 693.6163 | 693.6163 | 693.6163 | 693.6163 |
Max Trade Drawdown | -215217 | -162387 | -198955 | -1796855 | -1392259 | -1448372 |
Profit Factor | 2.0773 | 3.3101 | 0.7481 | 0.9885 | 1.3813 | 0.6309 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 40.2299 | 40.2299 | 40.2299 | 40.2299 | 40.2299 | 40.2299 |
Ratio Avg Win / Avg Loss | 3.0863 | 4.9178 | 1.1115 | 1.4686 | 2.0522 | 0.9374 |
Largest Winning Trade | 1192551 | 1192551 | 62019 | 1171679 | 1171679 | 543198 |
Largest Losing Trade | -74088 | -52013 | -74088 | -1353847 | -825322 | -1353847 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 7041 | 4062 | 2979 | 7041 | 4062 | 2979 |
Profit Streak | 32.026 | 40.276 | 32.026 | 32.026 | 40.276 | 32.026 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209773 | 322210 | -582691 | -581001 | -38684 | -584358 |
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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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