Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653253.2672 | 649350.8415 | 3902.4257 | 317675.8174 | 2049620.8774 | -1731945.0601 |
Total P&L (%) | 653.2533 | 649.3508 | 3.9024 | 317.6758 | 2049.6209 | -1731.9451 |
Avg Daily Profit (%) | 0.3615 | 0.3594 | 0.0022 | 0.0791 | 0.1699 | 0 |
Buy And Hold Return (%) | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 |
Max Trade Drawdown | -214933 | -123147 | -154324 | -2310112 | -566729 | -2114602 |
Profit Factor | 2.0413 | 3.3317 | 1.0112 | 1.0724 | 2.6051 | 0.4436 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 43.956 | 36.9565 | 51.1111 | 43.956 | 36.9565 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.6027 | 5.6836 | 0.9672 | 1.3673 | 4.4441 | 0.4244 |
Largest Winning Trade | 239519 | 239519 | 58275 | 1608748 | 1608748 | 375265 |
Largest Losing Trade | -55812 | -39878 | -55812 | -1338280 | -245709 | -1338280 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 3587 | 1697 | 1890 | 3587 | 1697 | 1890 |
Profit Streak | 45.9619 | 45.9619 | 46.4619 | 45.9619 | 45.9619 | 46.4619 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348057 | 316744 | -564824 | -237635 | 299053 | -580009 |
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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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