Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086738.0609 | 1102491.5787 | -15753.5178 | 353165.6379 | 397069.87 | -43904.232 |
Total P&L (%) | 1086.7381 | 1102.4916 | -15.7535 | 353.1656 | 397.0699 | -43.9042 |
Avg Daily Profit (%) | 0.4347 | 0.441 | -0.0063 | 0.0605 | 0.0642 | -0.0231 |
Buy And Hold Return (%) | 480.0983 | 480.0983 | 480.0983 | 480.0983 | 480.0983 | 480.0983 |
Max Trade Drawdown | -238983 | -189365 | -80408 | -2134023 | -1747842 | -419991 |
Profit Factor | 2.5414 | 3.1723 | 0.9202 | 1.0871 | 1.1302 | 0.9564 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 45.045 | 36.3636 | 53.5714 | 45.045 | 36.3636 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.1005 | 5.5515 | 0.7975 | 1.3262 | 1.9779 | 0.8289 |
Largest Winning Trade | 849135 | 849135 | 20013 | 1452572 | 1452572 | 204938 |
Largest Losing Trade | -45537 | -45537 | -29123 | -575976 | -575976 | -292238 |
Avg Bars in Trades | 85 | 155 | 17 | 85 | 155 | 17 |
Avg Bars in Winners | 95 | 219 | 13 | 95 | 219 | 13 |
Avg Bars in Losers | 77 | 118 | 21 | 77 | 118 | 21 |
Bars Traded | 9492 | 8534 | 958 | 9492 | 8534 | 958 |
Profit Streak | 52.0441 | 0 | 52.2941 | 52.0441 | 0 | 52.2941 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312776 | -174389 | -759529 | -403804 | -534849 | -759529 |
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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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