Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157754.7745 | 1175407.8745 | -17653.1 | 566402.5256 | 1329642.4781 | -763239.9525 |
Total P&L (%) | 1157.7548 | 1175.4079 | -17.6531 | 566.4025 | 1329.6425 | -763.24 |
Avg Daily Profit (%) | 0.6382 | 0.648 | -0.0097 | 0.1046 | 0.1467 | 0 |
Buy And Hold Return (%) | 536.6113 | 536.6113 | 536.6113 | 536.6113 | 536.6113 | 536.6113 |
Max Trade Drawdown | -175488 | -110073 | -116421 | -4252544 | -2829581 | -1829251 |
Profit Factor | 2.6705 | 4.4886 | 0.9504 | 1.0583 | 1.2426 | 0.82 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 38.2022 | 36.3636 | 40 | 38.2022 | 36.3636 | 40 |
Ratio Avg Win / Avg Loss | 4.3199 | 7.855 | 1.4256 | 1.7119 | 2.1746 | 1.2299 |
Largest Winning Trade | 800173 | 800173 | 69703 | 1434970 | 1434970 | 1172081 |
Largest Losing Trade | -63787 | -29864 | -63787 | -896146 | -775080 | -896146 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 3491 | 1910 | 1581 | 3491 | 1910 | 1581 |
Profit Streak | 0 | 107.3797 | 0 | 0 | 107.3797 | 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 | 240778 | 323427 | -582934 | -361072 | -4271 | -582934 |
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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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