Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116283.6902 | 1062100.9776 | 54182.7126 | -59816.5301 | -25618.0726 | -34198.4575 |
Total P&L (%) | 1116.2837 | 1062.101 | 54.1827 | -59.8165 | -25.6181 | -34.1985 |
Avg Daily Profit (%) | 0.6213 | 0.5912 | 0.0302 | -0.0507 | -0.0165 | -0.0233 |
Buy And Hold Return (%) | 234.5412 | 234.5412 | 234.5412 | 234.5412 | 234.5412 | 234.5412 |
Max Trade Drawdown | -99209 | -101152 | -70377 | -127309 | -93429 | -91143 |
Profit Factor | 2.8696 | 4.677 | 1.1758 | 0.8716 | 0.8739 | 0.8699 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 48.1481 | 40.7407 | 55.5556 | 48.1481 | 40.7407 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.0903 | 6.8029 | 0.9406 | 0.9387 | 1.2712 | 0.6959 |
Largest Winning Trade | 1148755 | 1148755 | 64070 | 63955 | 63955 | 41669 |
Largest Losing Trade | -94432 | -29700 | -94432 | -94432 | -27477 | -94432 |
Avg Bars in Trades | 44 | 29 | 58 | 44 | 29 | 58 |
Avg Bars in Winners | 63 | 45 | 77 | 63 | 45 | 77 |
Avg Bars in Losers | 25 | 18 | 34 | 25 | 18 | 34 |
Bars Traded | 4761 | 1599 | 3162 | 4761 | 1599 | 3162 |
Profit Streak | 0 | 0 | 22.25 | 0 | 0 | 22.25 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544925 | -166191 | -525990 | -581211 | -762489 | -759564 |
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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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