Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915017.7137 | 795655.4555 | 119362.2582 | 3533492.5434 | 2146189.0979 | 1387303.4456 |
Total P&L (%) | 915.0177 | 795.6555 | 119.3623 | 3533.4925 | 2146.1891 | 1387.3034 |
Avg Daily Profit (%) | 0.4943 | 0.4299 | 0.0645 | 0.1943 | 0.1683 | 0.1459 |
Buy And Hold Return (%) | 113.1371 | 113.1371 | 113.1371 | 113.1371 | 113.1371 | 113.1371 |
Max Trade Drawdown | -159363 | -138889 | -21252 | -1893673 | -1619200 | -310858 |
Profit Factor | 3.0913 | 3.413 | 2.1072 | 1.6763 | 1.5376 | 2.1253 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 57.9545 | 54.5455 | 61.3636 | 57.9545 | 54.5455 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.2427 | 2.8442 | 1.3268 | 1.2161 | 1.2813 | 1.3381 |
Largest Winning Trade | 581120 | 581120 | 21460 | 1056521 | 1056521 | 420790 |
Largest Losing Trade | -51903 | -51903 | -11820 | -660059 | -660059 | -159796 |
Avg Bars in Trades | 61 | 108 | 15 | 61 | 108 | 15 |
Avg Bars in Winners | 64 | 116 | 17 | 64 | 116 | 17 |
Avg Bars in Losers | 58 | 97 | 11 | 58 | 97 | 11 |
Bars Traded | 5419 | 4759 | 660 | 5419 | 4759 | 660 |
Profit Streak | 172.6181 | 172.9515 | 172.6181 | 172.6181 | 172.9515 | 172.6181 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 689932 | 667155 | -249425 | 459303 | 406980 | 298953 |
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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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