Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011789.4124 | 1910977.7964 | 100811.616 | 7895462.0501 | 3633760.719 | 4261701.3311 |
Total P&L (%) | 2011.7894 | 1910.9778 | 100.8116 | 7895.4621 | 3633.7607 | 4261.7013 |
Avg Daily Profit (%) | 0.8859 | 0.8415 | 0.0444 | 0.1931 | 0.1595 | 0.1664 |
Buy And Hold Return (%) | 333.8856 | 333.8856 | 333.8856 | 333.8856 | 333.8856 | 333.8856 |
Max Trade Drawdown | -81909 | -50663 | -85412 | -3146553 | -2235299 | -2481450 |
Profit Factor | 4.9467 | 9.8347 | 1.3436 | 1.4882 | 1.5388 | 1.452 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.6484 | 50 | 53.3333 | 51.6484 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.631 | 9.8347 | 1.1756 | 1.3932 | 1.5388 | 1.2705 |
Largest Winning Trade | 1521636 | 1521636 | 60828 | 2807253 | 2142863 | 2807253 |
Largest Losing Trade | -39720 | -27981 | -39720 | -1766161 | -1275011 | -1766161 |
Avg Bars in Trades | 141 | 142 | 140 | 141 | 142 | 140 |
Avg Bars in Winners | 179 | 189 | 170 | 179 | 189 | 170 |
Avg Bars in Losers | 99 | 94 | 105 | 99 | 94 | 105 |
Bars Traded | 12837 | 6532 | 6305 | 12837 | 6532 | 6305 |
Profit Streak | 53.399 | 53.399 | 82.899 | 53.399 | 53.399 | 82.899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 784382 | 774565 | -297985 | 383565 | 395368 | 353495 |
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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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