Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029043.3675 | 1079553.7747 | -50510.4072 | 110878.4015 | 403990.5273 | -293112.1258 |
Total P&L (%) | 1029.0434 | 1079.5538 | -50.5104 | 110.8784 | 403.9905 | -293.1121 |
Avg Daily Profit (%) | 0.5634 | 0.5911 | -0.0277 | 0.0409 | 0.0886 | 0 |
Buy And Hold Return (%) | 577.6549 | 577.6549 | 577.6549 | 577.6549 | 577.6549 | 577.6549 |
Max Trade Drawdown | -157084 | -151325 | -82293 | -637053 | -565917 | -315007 |
Profit Factor | 2.621 | 3.3576 | 0.7145 | 1.0594 | 1.3095 | 0.479 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 49.4949 | 44.898 | 54 | 49.4949 | 44.898 | 54 |
Ratio Avg Win / Avg Loss | 2.6745 | 4.1207 | 0.6086 | 1.081 | 1.6071 | 0.408 |
Largest Winning Trade | 606603 | 606603 | 15270 | 413715 | 413715 | 50932 |
Largest Losing Trade | -68243 | -68243 | -33381 | -382233 | -382233 | -166898 |
Avg Bars in Trades | 36 | 68 | 4 | 36 | 68 | 4 |
Avg Bars in Winners | 31 | 64 | 5 | 31 | 64 | 5 |
Avg Bars in Losers | 40 | 72 | 3 | 40 | 72 | 3 |
Bars Traded | 3601 | 3377 | 224 | 3601 | 3377 | 224 |
Profit Streak | 0 | 97.4116 | 0 | 0 | 97.4116 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283085 | 342241 | -760037 | -459267 | -239741 | -760037 |
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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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