Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1856792.2523 | 1859899.8862 | -3107.6339 | 1128793.4607 | 212051.8758 | 916741.5849 |
Total P&L (%) | 1856.7923 | 1859.8999 | -3.1076 | 1128.7935 | 212.0519 | 916.7416 |
Avg Daily Profit (%) | 0.8915 | 0.893 | -0.0015 | 0.1205 | 0.0547 | 0.1114 |
Buy And Hold Return (%) | 985.456 | 985.456 | 985.456 | 985.456 | 985.456 | 985.456 |
Max Trade Drawdown | -212197 | -70342 | -189473 | -726345 | -786993 | -372830 |
Profit Factor | 3.8008 | 7.0592 | 0.9913 | 1.3162 | 1.1006 | 1.6269 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 45.9184 | 42.8571 | 48.9796 | 45.9184 | 42.8571 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.4764 | 9.4123 | 1.0326 | 1.5502 | 1.4675 | 1.6947 |
Largest Winning Trade | 1562061 | 1562061 | 63371 | 746503 | 746503 | 488163 |
Largest Losing Trade | -44407 | -44407 | -42316 | -360272 | -360272 | -192230 |
Avg Bars in Trades | 252 | 234 | 270 | 252 | 234 | 270 |
Avg Bars in Winners | 382 | 387 | 378 | 382 | 387 | 378 |
Avg Bars in Losers | 142 | 120 | 167 | 142 | 120 | 167 |
Bars Traded | 24784 | 11513 | 13270 | 24784 | 11513 | 13270 |
Profit Streak | 0 | 0 | 42.8654 | 0 | 0 | 42.8654 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402254 | 412328 | -578859 | -152254 | -398221 | -206283 |
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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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