Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012064.2958 | 1024228.6026 | -12164.3068 | 211633.1524 | 318966.8086 | -107333.6562 |
Total P&L (%) | 1012.0643 | 1024.2286 | -12.1643 | 211.6332 | 318.9668 | -107.3337 |
Avg Daily Profit (%) | 0.5388 | 0.5453 | -0.0065 | 0.0605 | 0.0763 | 0 |
Buy And Hold Return (%) | 278.5071 | 278.5071 | 278.5071 | 278.5071 | 278.5071 | 278.5071 |
Max Trade Drawdown | -209996 | -191395 | -62182 | -4213002 | -4043182 | -380921 |
Profit Factor | 3.5227 | 4.4931 | 0.8873 | 1.0398 | 1.0709 | 0.8694 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 52.7473 | 48.8889 | 56.5217 | 52.7473 | 48.8889 | 56.5217 |
Ratio Avg Win / Avg Loss | 3.1557 | 4.6974 | 0.6826 | 0.9315 | 1.1196 | 0.6687 |
Largest Winning Trade | 810331 | 810331 | 10116 | 3558653 | 3558653 | 126906 |
Largest Losing Trade | -60286 | -60286 | -20378 | -1904346 | -1904346 | -186399 |
Avg Bars in Trades | 55 | 107 | 4 | 55 | 107 | 4 |
Avg Bars in Winners | 53 | 111 | 4 | 53 | 111 | 4 |
Avg Bars in Losers | 56 | 102 | 3 | 56 | 102 | 3 |
Bars Traded | 5014 | 4822 | 192 | 5014 | 4822 | 192 |
Profit Streak | 156.2296 | 161.2296 | 156.2296 | 156.2296 | 161.2296 | 156.2296 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599788 | 594101 | -579005 | -454744 | -353584 | -579005 |
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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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