Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111313.7834 | 1099907.7148 | 11406.0687 | 115546.9559 | 1138637.4151 | -1023090.4593 |
Total P&L (%) | 1111.3138 | 1099.9077 | 11.4061 | 115.547 | 1138.6374 | -1023.0905 |
Avg Daily Profit (%) | 0.5976 | 0.5915 | 0.0061 | 0.0413 | 0.1354 | 0 |
Buy And Hold Return (%) | 221.6489 | 221.6489 | 221.6489 | 221.6489 | 221.6489 | 221.6489 |
Max Trade Drawdown | -117873 | -46100 | -92407 | -1045040 | -340795 | -890166 |
Profit Factor | 3.1029 | 8.0395 | 1.0306 | 1.0392 | 2.7729 | 0.5558 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 53.3333 | 52.6316 | 54.0541 | 53.3333 | 52.6316 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.715 | 7.2356 | 0.876 | 0.9093 | 2.4956 | 0.4724 |
Largest Winning Trade | 963480 | 963480 | 73307 | 963480 | 963480 | 330334 |
Largest Losing Trade | -84338 | -21240 | -84338 | -553993 | -215407 | -553993 |
Avg Bars in Trades | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Winners | 109 | 96 | 121 | 109 | 96 | 121 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 5214 | 2256 | 2958 | 5214 | 2256 | 2958 |
Profit Streak | 0 | 0 | 83.0584 | 0 | 0 | 83.0584 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44805 | 680370 | -537804 | -543392 | -7429 | -579689 |
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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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