Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034432.2243 | 1093375.4697 | -58943.2454 | -24359.8945 | 1269892.361 | -1294252.2556 |
Total P&L (%) | 1034.4322 | 1093.3755 | -58.9432 | -24.3599 | 1269.8924 | -1294.2523 |
Avg Daily Profit (%) | 0.577 | 0.6099 | -0.0329 | -0.0156 | 0.1461 | 0 |
Buy And Hold Return (%) | 239.7704 | 239.7704 | 239.7704 | 239.7704 | 239.7704 | 239.7704 |
Max Trade Drawdown | -141850 | -171849 | -148978 | -1603807 | -821780 | -1630292 |
Profit Factor | 2.326 | 4.1336 | 0.8633 | 0.993 | 2.0708 | 0.4331 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 50 | 52.2727 | 47.7273 | 50 | 52.2727 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.326 | 3.7742 | 0.9455 | 0.993 | 1.8907 | 0.4744 |
Largest Winning Trade | 1002417 | 1002417 | 47164 | 1516100 | 1516100 | 167071 |
Largest Losing Trade | -56001 | -49283 | -56001 | -900834 | -270140 | -900834 |
Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
Avg Bars in Winners | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Losers | 57 | 79 | 37 | 57 | 79 | 37 |
Bars Traded | 5075 | 2987 | 2088 | 5075 | 2987 | 2088 |
Profit Streak | 0 | 117.7331 | 0 | 0 | 117.7331 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503340 | 658359 | -581603 | -580543 | 235201 | -581603 |
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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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