Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603813.4983 | 539607.4602 | 64206.0381 | 909208.4738 | 1891074.5413 | -981866.0675 |
Total P&L (%) | 603.8135 | 539.6075 | 64.206 | 909.2085 | 1891.0745 | -981.8661 |
Avg Daily Profit (%) | 0.3342 | 0.2987 | 0.0355 | 0.1281 | 0.1657 | 0 |
Buy And Hold Return (%) | 158.6163 | 158.6163 | 158.6163 | 158.6163 | 158.6163 | 158.6163 |
Max Trade Drawdown | -143372 | -78681 | -94119 | -3136667 | -1927810 | -1581173 |
Profit Factor | 1.9355 | 2.5335 | 1.2187 | 1.1134 | 1.4086 | 0.7106 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 60 | 57.7778 | 62.2222 | 60 | 57.7778 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2903 | 1.8514 | 0.7399 | 0.7422 | 1.0294 | 0.4314 |
Largest Winning Trade | 149755 | 149755 | 63397 | 1097249 | 1097249 | 289850 |
Largest Losing Trade | -50914 | -35774 | -50914 | -1324459 | -1324459 | -879989 |
Avg Bars in Trades | 117 | 95 | 139 | 117 | 95 | 139 |
Avg Bars in Winners | 105 | 69 | 139 | 105 | 69 | 139 |
Avg Bars in Losers | 134 | 130 | 139 | 134 | 130 | 139 |
Bars Traded | 10568 | 4299 | 6269 | 10568 | 4299 | 6269 |
Profit Streak | 9.8021 | 36.1354 | 9.8021 | 9.8021 | 36.1354 | 9.8021 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431921 | 452695 | -310959 | -117362 | 363958 | -578463 |
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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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