Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094792.3789 | 1107231.9357 | -12439.5568 | 201092.1116 | 6198850.6655 | -5997758.5539 |
Total P&L (%) | 1094.7924 | 1107.2319 | -12.4396 | 201.0921 | 6198.8507 | -5997.7586 |
Avg Daily Profit (%) | 0.5907 | 0.5975 | -0.0067 | 0.0595 | 0.2238 | 0 |
Buy And Hold Return (%) | 191.4216 | 191.4216 | 191.4216 | 191.4216 | 191.4216 | 191.4216 |
Max Trade Drawdown | -311771 | -91208 | -237958 | -12167666 | -2902365 | -10331486 |
Profit Factor | 2.4051 | 5.4071 | 0.9764 | 1.0097 | 2.257 | 0.6203 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.75 | 50 | 47.5 | 48.75 | 50 | 47.5 |
Ratio Avg Win / Avg Loss | 2.5285 | 5.4071 | 1.0792 | 1.0615 | 2.257 | 0.6856 |
Largest Winning Trade | 809461 | 809461 | 75412 | 4588606 | 4588606 | 2206054 |
Largest Losing Trade | -81012 | -38940 | -81012 | -4205491 | -2272617 | -4205491 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 105 | 89 | 122 | 105 | 89 | 122 |
Avg Bars in Losers | 72 | 88 | 57 | 72 | 88 | 57 |
Bars Traded | 7097 | 3558 | 3539 | 7097 | 3558 | 3539 |
Profit Streak | 46.7967 | 46.7967 | 149.7967 | 46.7967 | 46.7967 | 149.7967 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8169 | 694968 | -579092 | -496671 | 472469 | -580759 |
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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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