Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579857.0767 | 1605905.2349 | -26048.1581 | -198195.8499 | -60354.0885 | -137841.7615 |
Total P&L (%) | 1579.8571 | 1605.9052 | -26.0482 | -198.1959 | -60.3541 | -137.8418 |
Avg Daily Profit (%) | 0.6682 | 0.6792 | -0.011 | 0 | -0.0391 | 0 |
Buy And Hold Return (%) | 435.1611 | 435.1611 | 435.1611 | 435.1611 | 435.1611 | 435.1611 |
Max Trade Drawdown | -234592 | -105953 | -172794 | -228602 | -113021 | -135141 |
Profit Factor | 3.3018 | 6.4968 | 0.9339 | 0.6468 | 0.753 | 0.5649 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 19 | 23 | 47 | 24 | 23 |
Losing Trades | 52 | 28 | 24 | 47 | 23 | 24 |
Profitability (%) | 44.6809 | 40.4255 | 48.9362 | 50 | 51.0638 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.088 | 9.5742 | 0.9745 | 0.6468 | 0.7217 | 0.5894 |
Largest Winning Trade | 1391265 | 1391265 | 54356 | 33172 | 33172 | 31608 |
Largest Losing Trade | -105000 | -50646 | -105000 | -52624 | -52624 | -45971 |
Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Winners | 65 | 66 | 63 | 33 | 18 | 48 |
Avg Bars in Losers | 34 | 22 | 49 | 63 | 63 | 64 |
Bars Traded | 4551 | 1895 | 2656 | 4551 | 1895 | 2656 |
Profit Streak | 0 | 0 | 12.4704 | 9.9704 | 10.9704 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503388 | 522784 | -580494 | -579863 | -579916 | -581110 |
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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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