Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046813.9559 | 982418.7834 | 64395.1725 | 2126204.2811 | 2535182.4894 | -408978.2083 |
Total P&L (%) | 1046.814 | 982.4188 | 64.3952 | 2126.2043 | 2535.1825 | -408.9782 |
Avg Daily Profit (%) | 0.5733 | 0.538 | 0.0353 | 0.1701 | 0.1793 | 0 |
Buy And Hold Return (%) | 694.3482 | 694.3482 | 694.3482 | 694.3482 | 694.3482 | 694.3482 |
Max Trade Drawdown | -107555 | -92573 | -89282 | -2021784 | -1750657 | -909225 |
Profit Factor | 2.8113 | 4.8045 | 1.2014 | 1.3862 | 1.8293 | 0.8329 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 50.6329 | 48.7179 | 52.5 | 50.6329 | 48.7179 | 52.5 |
Ratio Avg Win / Avg Loss | 2.741 | 5.0574 | 1.087 | 1.3516 | 1.9256 | 0.7536 |
Largest Winning Trade | 377854 | 377854 | 74004 | 1398727 | 1398727 | 406552 |
Largest Losing Trade | -77240 | -40724 | -77240 | -1087430 | -1087430 | -592105 |
Avg Bars in Trades | 270 | 271 | 269 | 270 | 271 | 269 |
Avg Bars in Winners | 297 | 285 | 309 | 297 | 285 | 309 |
Avg Bars in Losers | 242 | 259 | 225 | 242 | 259 | 225 |
Bars Traded | 21380 | 10602 | 10778 | 21380 | 10602 | 10778 |
Profit Streak | 22.2618 | 36.0118 | 22.2618 | 22.2618 | 36.0118 | 22.2618 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23729 | -18060 | -311183 | -24815 | 319129 | -579877 |
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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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