Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208541.8559 | 1339510.4322 | -130968.5764 | -86459.1361 | -282765.067 | 196305.9309 |
Total P&L (%) | 1208.5419 | 1339.5104 | -130.9686 | -86.4591 | -282.7651 | 196.3059 |
Avg Daily Profit (%) | 0.6449 | 0.7148 | -0.0699 | -0.1066 | 0 | 0.058 |
Buy And Hold Return (%) | 561.9338 | 561.9338 | 561.9338 | 561.9338 | 561.9338 | 561.9338 |
Max Trade Drawdown | -192697 | -109991 | -214140 | -622350 | -297338 | -309862 |
Profit Factor | 2.375 | 5.2372 | 0.7673 | 0.939 | 0.5989 | 1.2752 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 19 | 25 | 42 | 18 | 24 |
Losing Trades | 37 | 21 | 16 | 39 | 22 | 17 |
Profitability (%) | 54.321 | 47.5 | 60.9756 | 51.8519 | 45 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.9972 | 5.7885 | 0.4911 | 0.872 | 0.732 | 0.9033 |
Largest Winning Trade | 730216 | 730216 | 68968 | 608025 | 303176 | 608025 |
Largest Losing Trade | -167787 | -38328 | -167787 | -201411 | -176899 | -201411 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 82 | 87 | 78 | 76 | 77 | 76 |
Avg Bars in Losers | 47 | 47 | 47 | 55 | 57 | 53 |
Bars Traded | 5389 | 2658 | 2731 | 5389 | 2658 | 2731 |
Profit Streak | 3.8293 | 0 | 73.496 | 3.8293 | 0 | 73.496 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5615 | 544750 | -577945 | -597193 | -582694 | -280495 |
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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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