Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089848.8872 | 1113301.865 | -23452.9778 | 207601.1142 | 790770.3009 | -583169.1867 |
Total P&L (%) | 1089.8489 | 1113.3019 | -23.453 | 207.6011 | 790.7703 | -583.1692 |
Avg Daily Profit (%) | 0.601 | 0.614 | -0.0129 | 0.062 | 0.1207 | 0 |
Buy And Hold Return (%) | 639.0476 | 639.0476 | 639.0476 | 639.0476 | 639.0476 | 639.0476 |
Max Trade Drawdown | -129158 | -131078 | -79990 | -1672992 | -1606450 | -672878 |
Profit Factor | 2.3351 | 3.0557 | 0.9146 | 1.0358 | 1.2041 | 0.698 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 47.3684 | 44.7059 | 50 | 47.3684 | 44.7059 | 50 |
Ratio Avg Win / Avg Loss | 2.5945 | 3.7794 | 0.9146 | 1.1508 | 1.4893 | 0.698 |
Largest Winning Trade | 639060 | 639060 | 43970 | 1336951 | 1336951 | 345493 |
Largest Losing Trade | -43919 | -43919 | -24345 | -689858 | -689858 | -228556 |
Avg Bars in Trades | 29 | 46 | 12 | 29 | 46 | 12 |
Avg Bars in Winners | 36 | 62 | 12 | 36 | 62 | 12 |
Avg Bars in Losers | 23 | 34 | 12 | 23 | 34 | 12 |
Bars Traded | 5092 | 3987 | 1104 | 5092 | 3987 | 1104 |
Profit Streak | 82.3588 | 82.3588 | 89.6921 | 82.3588 | 82.3588 | 89.6921 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312009 | 265744 | -579463 | -455518 | -125328 | -579463 |
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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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