Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059218.8204 | 1071536.7018 | -12317.8813 | 514753.5802 | 1068685.4514 | -553931.8711 |
Total P&L (%) | 1059.2188 | 1071.5367 | -12.3179 | 514.7536 | 1068.6855 | -553.9319 |
Avg Daily Profit (%) | 0.5846 | 0.5914 | -0.0068 | 0.1003 | 0.1358 | 0 |
Buy And Hold Return (%) | 567.3961 | 567.3961 | 567.3961 | 567.3961 | 567.3961 | 567.3961 |
Max Trade Drawdown | -165647 | -82260 | -111177 | -1035454 | -663081 | -656878 |
Profit Factor | 2.3479 | 3.5466 | 0.9663 | 1.1488 | 1.6098 | 0.6753 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 50.4425 | 49.1228 | 51.7857 | 50.4425 | 49.1228 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.3067 | 3.6732 | 0.8996 | 1.1287 | 1.6673 | 0.6288 |
Largest Winning Trade | 489020 | 489020 | 71010 | 826841 | 826841 | 161933 |
Largest Losing Trade | -51434 | -51434 | -48279 | -401591 | -401591 | -220296 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 38 | 41 | 34 | 38 | 41 | 34 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 3404 | 1811 | 1593 | 3404 | 1811 | 1593 |
Profit Streak | 28.8116 | 85.8116 | 28.8116 | 28.8116 | 85.8116 | 28.8116 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354314 | -168553 | -759783 | -279459 | -195015 | -759783 |
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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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