Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3925856.9536 | 4266667.5096 | -340810.556 | -99738.4965 | 164812.3342 | -264550.8307 |
Total P&L (%) | 3925.857 | 4266.6675 | -340.8106 | -99.7385 | 164.8123 | -264.5508 |
Avg Daily Profit (%) | 1.765 | 1.9182 | -0.1532 | -0.267 | 0.0438 | 0 |
Buy And Hold Return (%) | 836.6229 | 836.6229 | 836.6229 | 836.6229 | 836.6229 | 836.6229 |
Max Trade Drawdown | -531243 | -275799 | -333632 | -763499 | -450973 | -353216 |
Profit Factor | 4.5187 | 8.4101 | 0.3688 | 0.8922 | 1.3407 | 0.4005 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 38.3838 | 38.7755 | 38 | 38.3838 | 38.7755 | 38 |
Ratio Avg Win / Avg Loss | 7.2537 | 13.2792 | 0.6017 | 1.4322 | 2.1169 | 0.6535 |
Largest Winning Trade | 4521876 | 4521876 | 25788 | 632604 | 632604 | 117114 |
Largest Losing Trade | -68741 | -63940 | -68741 | -331223 | -331223 | -314535 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 71 | 78 | 63 | 71 | 78 | 63 |
Avg Bars in Losers | 58 | 73 | 44 | 58 | 73 | 44 |
Bars Traded | 6278 | 3691 | 2587 | 6278 | 3691 | 2587 |
Profit Streak | 68.3712 | 101.7045 | 68.3712 | 68.3712 | 101.7045 | 68.3712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595965 | 636833 | -764941 | -582395 | -302460 | -764941 |
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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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