Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272103.1135 | 1165877.5141 | 106225.5994 | 6290803.6664 | 4711697.9829 | 1579105.6835 |
Total P&L (%) | 1272.1031 | 1165.8775 | 106.2256 | 6290.8037 | 4711.698 | 1579.1057 |
Avg Daily Profit (%) | 0.5801 | 0.5316 | 0.0484 | 0.1898 | 0.1768 | 0.1287 |
Buy And Hold Return (%) | 490.8472 | 490.8472 | 490.8472 | 490.8472 | 490.8472 | 490.8472 |
Max Trade Drawdown | -98409 | -149913 | -31603 | -5109997 | -4399733 | -1340029 |
Profit Factor | 2.6079 | 2.8649 | 1.64 | 1.3502 | 1.3381 | 1.392 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Profitability (%) | 49.4949 | 41.4141 | 57.5758 | 49.4949 | 41.4141 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.6612 | 4.0528 | 1.2084 | 1.3778 | 1.8929 | 1.0257 |
Largest Winning Trade | 485228 | 485228 | 20756 | 7632272 | 7632272 | 572128 |
Largest Losing Trade | -33987 | -33987 | -12477 | -1892175 | -1892175 | -1148551 |
Avg Bars in Trades | 32 | 59 | 6 | 32 | 59 | 6 |
Avg Bars in Winners | 36 | 78 | 6 | 36 | 78 | 6 |
Avg Bars in Losers | 29 | 45 | 6 | 29 | 45 | 6 |
Bars Traded | 6497 | 5868 | 629 | 6497 | 5868 | 629 |
Profit Streak | 26.7959 | 26.7959 | 95.7959 | 26.7959 | 26.7959 | 95.7959 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527081 | 319192 | -290077 | 367069 | 222458 | -21117 |
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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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