Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795843.5229 | 741409.4983 | 54434.0246 | 1119309.6088 | 3337224.2316 | -2217914.6228 |
Total P&L (%) | 795.8435 | 741.4095 | 54.434 | 1119.3096 | 3337.2242 | -2217.9146 |
Avg Daily Profit (%) | 0.318 | 0.2962 | 0.0217 | 0.1 | 0.1414 | 0 |
Buy And Hold Return (%) | 438.0577 | 438.0577 | 438.0577 | 438.0577 | 438.0577 | 438.0577 |
Max Trade Drawdown | -148218 | -128044 | -103892 | -10882712 | -8588562 | -3396368 |
Profit Factor | 2.2894 | 3.8794 | 1.1513 | 1.0607 | 1.3112 | 0.7129 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 53.8462 | 60.8696 | 46.6667 | 53.8462 | 60.8696 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9623 | 2.4939 | 1.3158 | 0.9091 | 0.8429 | 0.8148 |
Largest Winning Trade | 385652 | 385652 | 51685 | 9193529 | 9193529 | 1162641 |
Largest Losing Trade | -65137 | -60284 | -65137 | -6500023 | -6500023 | -2250197 |
Avg Bars in Trades | 105 | 85 | 126 | 105 | 85 | 126 |
Avg Bars in Winners | 107 | 73 | 152 | 107 | 73 | 152 |
Avg Bars in Losers | 103 | 103 | 104 | 103 | 103 | 104 |
Bars Traded | 9616 | 3910 | 5706 | 9616 | 3910 | 5706 |
Profit Streak | 6.4429 | 6.4429 | 12.9429 | 6.4429 | 6.4429 | 12.9429 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259207 | 326441 | -384288 | -216161 | -3170 | -581398 |
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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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