Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975614.7359 | 1025904.4043 | -50289.6684 | 76274.9272 | 331122.4491 | -254847.5219 |
Total P&L (%) | 975.6147 | 1025.9044 | -50.2897 | 76.2749 | 331.1224 | -254.8475 |
Avg Daily Profit (%) | 0.518 | 0.5447 | -0.0267 | 0.0301 | 0.0776 | 0 |
Buy And Hold Return (%) | 275.3686 | 275.3686 | 275.3686 | 275.3686 | 275.3686 | 275.3686 |
Max Trade Drawdown | -129090 | -79975 | -121302 | -719846 | -372963 | -373170 |
Profit Factor | 2.7118 | 5.116 | 0.8432 | 1.0348 | 1.333 | 0.787 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 31.3131 | 30.6122 | 32 | 31.3131 | 30.6122 | 32 |
Ratio Avg Win / Avg Loss | 5.9484 | 11.5964 | 1.7918 | 2.2699 | 3.0215 | 1.6723 |
Largest Winning Trade | 965928 | 965928 | 65586 | 535908 | 535908 | 191669 |
Largest Losing Trade | -62132 | -24069 | -62132 | -204675 | -111601 | -204675 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 75 | 63 | 86 | 75 | 63 | 86 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 3637 | 1559 | 2078 | 3637 | 1559 | 2078 |
Profit Streak | 10.3664 | 10.3664 | 19.3664 | 10.3664 | 10.3664 | 19.3664 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282036 | 345927 | -763536 | -505031 | -197505 | -763536 |
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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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