Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2811554.1799 | 2764790.3131 | 46763.8668 | 865927.2408 | 1454904.7156 | -588977.4748 |
Total P&L (%) | 2811.5542 | 2764.7903 | 46.7639 | 865.9272 | 1454.9047 | -588.9775 |
Avg Daily Profit (%) | 1.2632 | 1.2422 | 0.021 | 0.102 | 0.1234 | 0 |
Buy And Hold Return (%) | 197.3878 | 197.3878 | 197.3878 | 197.3878 | 197.3878 | 197.3878 |
Max Trade Drawdown | -129875 | -109504 | -58589 | -6503361 | -3726796 | -3008167 |
Profit Factor | 5.1872 | 7.8871 | 1.1732 | 1.0457 | 1.1224 | 0.9163 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 49.4505 | 40 | 58.6957 | 49.4505 | 40 | 58.6957 |
Ratio Avg Win / Avg Loss | 5.3025 | 11.8306 | 0.8256 | 1.069 | 1.6835 | 0.6448 |
Largest Winning Trade | 2658699 | 2658699 | 49250 | 4549545 | 4549545 | 883102 |
Largest Losing Trade | -51355 | -50999 | -51355 | -2737320 | -2737320 | -1384567 |
Avg Bars in Trades | 69 | 89 | 51 | 69 | 89 | 51 |
Avg Bars in Winners | 90 | 129 | 64 | 90 | 129 | 64 |
Avg Bars in Losers | 50 | 62 | 32 | 50 | 62 | 32 |
Bars Traded | 6353 | 4007 | 2346 | 6353 | 4007 | 2346 |
Profit Streak | 117.8067 | 117.8067 | 154.8067 | 117.8067 | 117.8067 | 154.8067 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 826290 | 691683 | -359704 | -227091 | -115596 | -578224 |
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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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