Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1929408.5276 | 2007155.6509 | -77747.1233 | -39426.9853 | 279778.0066 | -319204.9919 |
Total P&L (%) | 1929.4085 | 2007.1557 | -77.7471 | -39.427 | 279.778 | -319.205 |
Avg Daily Profit (%) | 1.0396 | 1.0814 | -0.0419 | -0.027 | 0.0719 | 0 |
Buy And Hold Return (%) | 167.4216 | 167.4216 | 167.4216 | 167.4216 | 167.4216 | 167.4216 |
Max Trade Drawdown | -204035 | -177623 | -67274 | -1365259 | -1060986 | -346174 |
Profit Factor | 3.5177 | 4.7787 | 0.6694 | 0.9863 | 1.1272 | 0.5327 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 49.4949 | 44.898 | 54 | 49.4949 | 44.898 | 54 |
Ratio Avg Win / Avg Loss | 3.5895 | 5.8648 | 0.5702 | 1.0065 | 1.3833 | 0.4538 |
Largest Winning Trade | 1847414 | 1847414 | 30568 | 1312033 | 1312033 | 48016 |
Largest Losing Trade | -39889 | -39889 | -33941 | -545060 | -545060 | -158788 |
Avg Bars in Trades | 54 | 98 | 10 | 54 | 98 | 10 |
Avg Bars in Winners | 53 | 107 | 10 | 53 | 107 | 10 |
Avg Bars in Losers | 54 | 91 | 11 | 54 | 91 | 11 |
Bars Traded | 5378 | 4834 | 544 | 5378 | 4834 | 544 |
Profit Streak | 0 | 5.3128 | 0 | 0 | 5.3128 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725367 | 715156 | -760037 | -579044 | -187804 | -760037 |
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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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