Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4515651.4217 | 4565200.6362 | -49549.2145 | -57426.5703 | 2129.9067 | -59556.4769 |
Total P&L (%) | 4515.6514 | 4565.2006 | -49.5492 | -57.4266 | 2.1299 | -59.5565 |
Avg Daily Profit (%) | 2.0424 | 2.0648 | -0.0224 | -0.0386 | 0.001 | -0.0409 |
Buy And Hold Return (%) | 274.8387 | 274.8387 | 274.8387 | 274.8387 | 274.8387 | 274.8387 |
Max Trade Drawdown | -197048 | -79002 | -138376 | -144093 | -75380 | -99870 |
Profit Factor | 7.439 | 16.2343 | 0.8766 | 0.8938 | 1.0093 | 0.8081 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 49.4382 | 52.2727 | 46.6667 | 49.4382 | 52.2727 | 46.6667 |
Ratio Avg Win / Avg Loss | 7.6081 | 14.8226 | 1.0019 | 0.9141 | 0.9215 | 0.9236 |
Largest Winning Trade | 4652768 | 4652768 | 47669 | 67066 | 67066 | 44597 |
Largest Losing Trade | -93692 | -44750 | -93692 | -46368 | -40085 | -46368 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 60 | 50 | 72 | 60 | 50 | 72 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 4220 | 1908 | 2311 | 4220 | 1908 | 2311 |
Profit Streak | 13.9821 | 34.4821 | 13.9821 | 13.9821 | 34.4821 | 13.9821 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 859245 | 868969 | -579744 | -579682 | -567980 | -581411 |
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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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