Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058074.7143 | 1127903.3812 | -69828.6669 | 36608.5492 | 258633.2827 | -222024.7335 |
Total P&L (%) | 1058.0747 | 1127.9034 | -69.8287 | 36.6085 | 258.6333 | -222.0247 |
Avg Daily Profit (%) | 0.4891 | 0.5214 | -0.0323 | 0.0144 | 0.0591 | 0 |
Buy And Hold Return (%) | 363.7917 | 363.7917 | 363.7917 | 363.7917 | 363.7917 | 363.7917 |
Max Trade Drawdown | -133759 | -87620 | -158084 | -260619 | -158972 | -281547 |
Profit Factor | 2.4173 | 4.5328 | 0.8366 | 1.0399 | 1.6658 | 0.5798 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 38.3838 | 38 | 38.7755 | 38.3838 | 38 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.8804 | 7.3957 | 1.3209 | 1.6694 | 2.7178 | 0.9154 |
Largest Winning Trade | 766778 | 766778 | 62526 | 238261 | 238261 | 63164 |
Largest Losing Trade | -66546 | -30805 | -66546 | -128612 | -82525 | -128612 |
Avg Bars in Trades | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Winners | 109 | 110 | 107 | 109 | 110 | 107 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 6274 | 2963 | 3311 | 6274 | 2963 | 3311 |
Profit Streak | 40.4815 | 40.4815 | 45.4815 | 40.4815 | 40.4815 | 45.4815 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311596 | -168958 | -582392 | -518114 | -460865 | -584058 |
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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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