Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164836.9797 | 1108539.7954 | 56297.1843 | 1600233.9251 | 2760191.9216 | -1159957.9965 |
Total P&L (%) | 1164.837 | 1108.5398 | 56.2972 | 1600.2339 | 2760.1919 | -1159.958 |
Avg Daily Profit (%) | 0.5354 | 0.5095 | 0.0259 | 0.1303 | 0.1543 | 0 |
Buy And Hold Return (%) | 494.1463 | 494.1463 | 494.1463 | 494.1463 | 494.1463 | 494.1463 |
Max Trade Drawdown | -153475 | -101069 | -79186 | -6795127 | -4077411 | -3158249 |
Profit Factor | 2.8536 | 4.4033 | 1.186 | 1.1496 | 1.4834 | 0.7675 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 52.1739 | 47.8261 | 56.5217 | 52.1739 | 47.8261 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.6158 | 4.8036 | 0.9123 | 1.0538 | 1.6182 | 0.5903 |
Largest Winning Trade | 589259 | 589259 | 46532 | 5545082 | 5545082 | 1136041 |
Largest Losing Trade | -51578 | -41652 | -51578 | -2797870 | -2797870 | -1427908 |
Avg Bars in Trades | 68 | 99 | 37 | 68 | 99 | 37 |
Avg Bars in Winners | 96 | 153 | 48 | 96 | 153 | 48 |
Avg Bars in Losers | 37 | 48 | 23 | 37 | 48 | 23 |
Bars Traded | 6287 | 4554 | 1734 | 6287 | 4554 | 1734 |
Profit Streak | 48.7183 | 48.7184 | 90.0517 | 48.7184 | 48.7184 | 90.0517 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501171 | 467705 | -339411 | -75452 | 332545 | -578497 |
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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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