Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3327.026 | 275263.5505 | -271936.5245 | 4576666.2767 | 669270.2597 | 3907396.017 |
Total P&L (%) | 3.327 | 275.2636 | -271.9365 | 4576.6663 | 669.2703 | 3907.396 |
Avg Daily Profit (%) | 0.0013 | 0.1101 | -0.1088 | 0.1539 | 0.0816 | 0.1477 |
Buy And Hold Return (%) | 813.6211 | 813.6211 | 813.6211 | 813.6211 | 813.6211 | 813.6211 |
Max Trade Drawdown | -289443 | -51776 | -330702 | -1894580 | -898868 | -1158756 |
Profit Factor | 1.0045 | 2.7152 | 0.5367 | 2.1582 | 1.408 | 2.6907 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 94 | 49 | 45 | 56 | 27 | 29 |
Losing Trades | 28 | 12 | 16 | 66 | 34 | 32 |
Profitability (%) | 77.0492 | 80.3279 | 73.7705 | 45.9016 | 44.2623 | 47.541 |
Ratio Avg Win / Avg Loss | 0.2992 | 0.6649 | 0.1908 | 2.5436 | 1.773 | 2.9691 |
Largest Winning Trade | 63564 | 63564 | 24588 | 4838034 | 511212 | 4838034 |
Largest Losing Trade | -289443 | -51776 | -289443 | -969909 | -441203 | -969909 |
Avg Bars in Trades | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Winners | 31 | 31 | 32 | 63 | 71 | 55 |
Avg Bars in Losers | 145 | 185 | 114 | 53 | 53 | 52 |
Bars Traded | 7053 | 3756 | 3297 | 7053 | 3756 | 3297 |
Profit Streak | 9.357 | 100.6903 | 9.357 | 9.357 | 100.6903 | 9.357 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -568452 | -365757 | -738710 | 399943 | -409984 | -153776 |
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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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