Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2472733.3267 | 2361403.0068 | 111330.3199 | 7247173.5389 | 3553588.4159 | 3693585.123 |
Total P&L (%) | 2472.7333 | 2361.403 | 111.3303 | 7247.1735 | 3553.5884 | 3693.5851 |
Avg Daily Profit (%) | 1.0939 | 1.0446 | 0.0493 | 0.1903 | 0.1593 | 0.161 |
Buy And Hold Return (%) | 266.3978 | 266.3978 | 266.3978 | 266.3978 | 266.3978 | 266.3978 |
Max Trade Drawdown | -119681 | -69500 | -61470 | -8407879 | -5692426 | -6000722 |
Profit Factor | 4.7563 | 8.1397 | 1.3399 | 1.2328 | 1.2634 | 1.2095 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 55.3191 | 53.1915 | 57.4468 | 55.3191 | 53.1915 | 57.4468 |
Ratio Avg Win / Avg Loss | 3.8416 | 7.163 | 0.9925 | 0.9958 | 1.1118 | 0.8959 |
Largest Winning Trade | 1542042 | 1542042 | 60703 | 4354185 | 4354185 | 2641788 |
Largest Losing Trade | -53656 | -53656 | -46855 | -4092977 | -2209140 | -4092977 |
Avg Bars in Trades | 45 | 43 | 48 | 45 | 43 | 48 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 45 | 40 | 50 | 45 | 40 | 50 |
Bars Traded | 4317 | 2059 | 2258 | 4317 | 2059 | 2258 |
Profit Streak | 48.2061 | 0 | 71.2061 | 48.2061 | 0 | 71.2061 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 811397 | 806452 | -292651 | 268660 | 289618 | 258212 |
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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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