Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320065.329 | 1343698.0595 | -23632.7305 | -49311.0118 | 1037016.7551 | -1086327.7669 |
Total P&L (%) | 1320.0653 | 1343.6981 | -23.6327 | -49.311 | 1037.0168 | -1086.3278 |
Avg Daily Profit (%) | 0.7283 | 0.7414 | -0.013 | -0.0375 | 0.1342 | 0 |
Buy And Hold Return (%) | 627.0644 | 627.0644 | 627.0644 | 627.0644 | 627.0644 | 627.0644 |
Max Trade Drawdown | -107085 | -90999 | -147487 | -2205064 | -954320 | -2304794 |
Profit Factor | 2.5271 | 4.0358 | 0.944 | 0.9886 | 1.6679 | 0.6077 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 55.2846 | 52.459 | 58.0645 | 55.2846 | 52.459 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.044 | 3.6574 | 0.6818 | 0.7996 | 1.5115 | 0.4389 |
Largest Winning Trade | 1015368 | 1015368 | 46923 | 838536 | 838536 | 358849 |
Largest Losing Trade | -94825 | -63542 | -94825 | -2120336 | -672340 | -2120336 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 25 | 34 | 17 | 25 | 34 | 17 |
Avg Bars in Losers | 31 | 39 | 23 | 31 | 39 | 23 |
Bars Traded | 3500 | 2252 | 1248 | 3500 | 2252 | 1248 |
Profit Streak | 25.219 | 0 | 47.719 | 25.219 | 0 | 47.719 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468532 | -147545 | -733074 | -578945 | -180837 | -733074 |
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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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