Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1819917.453 | 1750045.5107 | 69871.9423 | 3395879.9219 | 1568315.6027 | 1827564.3192 |
Total P&L (%) | 1819.9175 | 1750.0455 | 69.8719 | 3395.8799 | 1568.3156 | 1827.5643 |
Avg Daily Profit (%) | 0.807 | 0.776 | 0.031 | 0.1577 | 0.1249 | 0.1313 |
Buy And Hold Return (%) | 146.6549 | 146.6549 | 146.6549 | 146.6549 | 146.6549 | 146.6549 |
Max Trade Drawdown | -130961 | -48304 | -140360 | -1582066 | -1873804 | -886078 |
Profit Factor | 4.1222 | 7.4989 | 1.2228 | 1.3929 | 1.3576 | 1.4293 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 50.5495 | 50 | 51.1111 | 50.5495 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.0326 | 7.4989 | 1.1696 | 1.3627 | 1.3576 | 1.3672 |
Largest Winning Trade | 1353932 | 1353932 | 62553 | 2075896 | 2075896 | 1454082 |
Largest Losing Trade | -43201 | -43201 | -36763 | -1086200 | -1086200 | -584132 |
Avg Bars in Trades | 94 | 81 | 107 | 94 | 81 | 107 |
Avg Bars in Winners | 135 | 112 | 157 | 135 | 112 | 157 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 8579 | 3729 | 4850 | 8579 | 3729 | 4850 |
Profit Streak | 38.2227 | 38.2227 | 43.4727 | 38.2227 | 38.2227 | 43.4727 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 778530 | 795892 | -316899 | 346710 | -24839 | -15707 |
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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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