Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151559.1203 | 1173772.4841 | -22213.3638 | 727447.9221 | 1249730.7844 | -522282.8623 |
Total P&L (%) | 1151.5591 | 1173.7725 | -22.2134 | 727.4479 | 1249.7308 | -522.2829 |
Avg Daily Profit (%) | 0.6354 | 0.6477 | -0.0123 | 0.1167 | 0.1437 | 0 |
Buy And Hold Return (%) | 488.7275 | 488.7275 | 488.7275 | 488.7275 | 488.7275 | 488.7275 |
Max Trade Drawdown | -135889 | -87488 | -109871 | -2224889 | -1419731 | -1136869 |
Profit Factor | 2.7868 | 4.9522 | 0.9361 | 1.1546 | 1.5624 | 0.7896 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 36.2637 | 37.7778 | 34.7826 | 36.2637 | 37.7778 | 34.7826 |
Ratio Avg Win / Avg Loss | 4.8979 | 8.1566 | 1.7551 | 2.0293 | 2.5733 | 1.4805 |
Largest Winning Trade | 635019 | 635019 | 79417 | 1459228 | 1459228 | 488488 |
Largest Losing Trade | -34429 | -33983 | -34429 | -296310 | -296310 | -291468 |
Avg Bars in Trades | 233 | 223 | 242 | 233 | 223 | 242 |
Avg Bars in Winners | 412 | 371 | 457 | 412 | 371 | 457 |
Avg Bars in Losers | 131 | 134 | 128 | 131 | 134 | 128 |
Bars Traded | 21241 | 10072 | 11169 | 21241 | 10072 | 11169 |
Profit Streak | 25.4254 | 156.1754 | 25.4254 | 25.4254 | 156.1754 | 25.4254 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322857 | 435888 | -582822 | -103579 | -4798 | -583933 |
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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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