Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312456.4393 | 1480169.4485 | -167713.0091 | -93434.9671 | 1086415.1312 | -1179850.0983 |
Total P&L (%) | 1312.4564 | 1480.1694 | -167.713 | -93.435 | 1086.4151 | -1179.8501 |
Avg Daily Profit (%) | 0.5901 | 0.6655 | -0.0754 | -0.1224 | 0.1113 | 0 |
Buy And Hold Return (%) | 448.7883 | 448.7883 | 448.7883 | 448.7883 | 448.7883 | 448.7883 |
Max Trade Drawdown | -306952 | -172351 | -274214 | -1307316 | -287511 | -1238443 |
Profit Factor | 2.3485 | 4.641 | 0.7041 | 0.9594 | 2.7329 | 0.2949 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 39.823 | 35.7143 | 43.8596 | 39.823 | 35.7143 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.5489 | 8.3538 | 0.9012 | 1.4497 | 4.9192 | 0.3775 |
Largest Winning Trade | 1530964 | 1530964 | 46056 | 1231541 | 1231541 | 135146 |
Largest Losing Trade | -73770 | -37670 | -73770 | -742681 | -214457 | -742681 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 47 | 61 | 36 | 47 | 61 | 36 |
Avg Bars in Losers | 28 | 34 | 22 | 28 | 34 | 22 |
Bars Traded | 4076 | 2469 | 1607 | 4076 | 2469 | 1607 |
Profit Streak | 0 | 111.7328 | 0 | 0 | 111.7328 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324333 | -167796 | -762943 | -582768 | -227382 | -762943 |
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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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