Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6173789.7291 | 6175908.5478 | -2118.8187 | 442582.2003 | 79852.3298 | 362729.8705 |
Total P&L (%) | 6173.7897 | 6175.9085 | -2.1188 | 442.5822 | 79.8523 | 362.7299 |
Avg Daily Profit (%) | 2.598 | 2.5989 | -0.0009 | 0.0712 | 0.0247 | 0.0645 |
Buy And Hold Return (%) | 272.1634 | 272.1634 | 272.1634 | 272.1634 | 272.1634 | 272.1634 |
Max Trade Drawdown | -207166 | -174457 | -96606 | -2965840 | -2090486 | -1353717 |
Profit Factor | 9.8908 | 16.0621 | 0.9925 | 1.0804 | 1.0236 | 1.1708 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.7917 | 43.75 | 45.8333 | 44.7917 | 43.75 | 45.8333 |
Ratio Avg Win / Avg Loss | 12.191 | 20.6512 | 1.173 | 1.3317 | 1.3161 | 1.3837 |
Largest Winning Trade | 6196006 | 6196006 | 27387 | 1969770 | 1969770 | 534730 |
Largest Losing Trade | -41362 | -40082 | -41362 | -652055 | -453935 | -652055 |
Avg Bars in Trades | 70 | 84 | 56 | 70 | 84 | 56 |
Avg Bars in Winners | 104 | 121 | 87 | 104 | 121 | 87 |
Avg Bars in Losers | 43 | 56 | 29 | 43 | 56 | 29 |
Bars Traded | 6767 | 4065 | 2702 | 6767 | 4065 | 2702 |
Profit Streak | 14.7856 | 15.4523 | 0 | 14.7856 | 15.4523 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 794658 | 773868 | -580642 | -240515 | -521949 | -203204 |
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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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