Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338562.5599 | 1373330.6392 | -34768.0793 | 350702.5822 | 585448.9803 | -234746.3981 |
Total P&L (%) | 1338.5626 | 1373.3306 | -34.7681 | 350.7026 | 585.449 | -234.7464 |
Avg Daily Profit (%) | 0.7357 | 0.7548 | -0.0191 | 0.0828 | 0.1058 | 0 |
Buy And Hold Return (%) | 588.1264 | 588.1264 | 588.1264 | 588.1264 | 588.1264 | 588.1264 |
Max Trade Drawdown | -141743 | -112581 | -177028 | -676075 | -479238 | -359014 |
Profit Factor | 2.6025 | 4.8509 | 0.9274 | 1.1264 | 1.4489 | 0.8402 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 41.2281 | 42.1053 | 40.3509 | 41.2281 | 42.1053 | 40.3509 |
Ratio Avg Win / Avg Loss | 3.7099 | 6.67 | 1.3709 | 1.6058 | 1.9922 | 1.2421 |
Largest Winning Trade | 1145915 | 1145915 | 68616 | 611580 | 611580 | 224707 |
Largest Losing Trade | -50814 | -41366 | -50814 | -306108 | -306108 | -151684 |
Avg Bars in Trades | 62 | 55 | 70 | 62 | 55 | 70 |
Avg Bars in Winners | 92 | 72 | 112 | 92 | 72 | 112 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 7164 | 3145 | 4019 | 7164 | 3145 | 4019 |
Profit Streak | 0 | 20.6879 | 0 | 0 | 20.6879 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339174 | -166762 | -762919 | -331641 | -397503 | -762919 |
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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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