Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076535.3434 | 1214093.8297 | -137558.4863 | -84060.0446 | 206541.4876 | -290601.5322 |
Total P&L (%) | 1076.5353 | 1214.0938 | -137.5585 | -84.06 | 206.5415 | -290.6015 |
Avg Daily Profit (%) | 0.583 | 0.6575 | -0.0745 | -0.0994 | 0.0607 | 0 |
Buy And Hold Return (%) | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 |
Max Trade Drawdown | -263709 | -160642 | -186719 | -755644 | -422569 | -369697 |
Profit Factor | 1.9507 | 2.9397 | 0.7284 | 0.947 | 1.2134 | 0.5289 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 39.2857 | 37.5 | 41.0714 | 39.2857 | 37.5 | 41.0714 |
Ratio Avg Win / Avg Loss | 3.0147 | 4.8995 | 1.0451 | 1.4635 | 2.0223 | 0.7588 |
Largest Winning Trade | 1046498 | 1046498 | 48873 | 327529 | 327529 | 197581 |
Largest Losing Trade | -43331 | -41153 | -43331 | -234851 | -234851 | -163036 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 106 | 126 | 88 | 106 | 126 | 88 |
Avg Bars in Losers | 38 | 39 | 38 | 38 | 39 | 38 |
Bars Traded | 7323 | 4038 | 3285 | 7323 | 4038 | 3285 |
Profit Streak | 0 | 0 | 141.6033 | 0 | 0 | 141.6033 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401305 | -167632 | -761287 | -582980 | -298628 | -762954 |
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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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