Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233418.9595 | 1184549.2151 | 48869.7444 | 2963168.9416 | 3143226.3355 | -180057.394 |
Total P&L (%) | 1233.419 | 1184.5492 | 48.8697 | 2963.1689 | 3143.2263 | -180.0574 |
Avg Daily Profit (%) | 0.6802 | 0.6532 | 0.027 | 0.1889 | 0.1921 | 0 |
Buy And Hold Return (%) | 517.4487 | 517.4487 | 517.4487 | 517.4487 | 517.4487 | 517.4487 |
Max Trade Drawdown | -96794 | -84791 | -56818 | -2925061 | -1978028 | -2331712 |
Profit Factor | 3.2434 | 5.5445 | 1.169 | 1.3145 | 1.7925 | 0.967 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 34.8315 | 34.0909 | 35.5556 | 34.8315 | 34.0909 | 35.5556 |
Ratio Avg Win / Avg Loss | 6.0684 | 10.7193 | 2.1189 | 2.4593 | 3.4656 | 1.7527 |
Largest Winning Trade | 731146 | 731146 | 76291 | 2259715 | 2259715 | 1444426 |
Largest Losing Trade | -33560 | -33560 | -24105 | -918363 | -750028 | -918363 |
Avg Bars in Trades | 119 | 106 | 130 | 119 | 106 | 130 |
Avg Bars in Winners | 222 | 188 | 253 | 222 | 188 | 253 |
Avg Bars in Losers | 64 | 64 | 63 | 64 | 64 | 63 |
Bars Traded | 10598 | 4707 | 5890 | 10598 | 4707 | 5890 |
Profit Streak | 29.0471 | 101.3804 | 29.0471 | 29.0471 | 101.3804 | 29.0471 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336799 | 359095 | -361152 | 133993 | 200966 | -583011 |
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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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