Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712375.2171 | 1684805.8327 | 27569.3844 | 1069897.3835 | 1285774.3817 | -215876.9982 |
Total P&L (%) | 1712.3752 | 1684.8058 | 27.5694 | 1069.8974 | 1285.7744 | -215.877 |
Avg Daily Profit (%) | 0.7569 | 0.7447 | 0.0122 | 0.1088 | 0.1163 | 0 |
Buy And Hold Return (%) | 374.8812 | 374.8812 | 374.8812 | 374.8812 | 374.8812 | 374.8812 |
Max Trade Drawdown | -125794 | -109667 | -47196 | -3342873 | -2378617 | -1516925 |
Profit Factor | 3.9808 | 5.7184 | 1.1268 | 1.1038 | 1.1996 | 0.9442 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 37.1134 | 30.6122 | 43.75 | 37.1134 | 30.6122 | 43.75 |
Ratio Avg Win / Avg Loss | 6.7452 | 12.9618 | 1.4488 | 1.8703 | 2.7192 | 1.2139 |
Largest Winning Trade | 1295220 | 1295220 | 56867 | 3137030 | 3137030 | 766656 |
Largest Losing Trade | -30887 | -30887 | -26739 | -674444 | -605390 | -674444 |
Avg Bars in Trades | 44 | 60 | 28 | 44 | 60 | 28 |
Avg Bars in Winners | 80 | 124 | 48 | 80 | 124 | 48 |
Avg Bars in Losers | 23 | 32 | 13 | 23 | 32 | 13 |
Bars Traded | 4349 | 2975 | 1374 | 4349 | 2975 | 1374 |
Profit Streak | 4.8973 | 4.8973 | 22.8973 | 4.8973 | 4.8973 | 22.8973 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520627 | 446731 | -424886 | -159513 | -46750 | -580628 |
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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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