Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260507.327 | 1194258.0349 | 66249.2921 | 4038906.4151 | 4320084.8088 | -281178.3937 |
Total P&L (%) | 1260.5073 | 1194.258 | 66.2493 | 4038.9064 | 4320.0848 | -281.1784 |
Avg Daily Profit (%) | 0.6853 | 0.6493 | 0.036 | 0.2026 | 0.2062 | 0 |
Buy And Hold Return (%) | 720.4755 | 720.4755 | 720.4755 | 720.4755 | 720.4755 | 720.4755 |
Max Trade Drawdown | -112280 | -91355 | -80105 | -2230232 | -748051 | -2002342 |
Profit Factor | 3.0268 | 5.746 | 1.1789 | 1.4306 | 2.2868 | 0.9533 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 49.0909 | 43.6364 | 54.5455 | 49.0909 | 43.6364 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.1389 | 7.422 | 0.9824 | 1.4836 | 2.9538 | 0.7944 |
Largest Winning Trade | 736483 | 736483 | 71691 | 1090061 | 1090061 | 773835 |
Largest Losing Trade | -52985 | -42922 | -52985 | -1233663 | -463138 | -1233663 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 58 | 64 | 54 | 58 | 64 | 54 |
Avg Bars in Losers | 37 | 42 | 30 | 37 | 42 | 30 |
Bars Traded | 5255 | 2847 | 2408 | 5255 | 2847 | 2408 |
Profit Streak | 23.2151 | 33.5485 | 0 | 23.2151 | 33.5485 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356181 | -170940 | -515421 | 305926 | -170213 | -760244 |
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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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