Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439796.4934 | 1443095.8626 | -3299.3692 | 798328.4829 | 892874.6746 | -94546.1917 |
Total P&L (%) | 1439.7965 | 1443.0959 | -3.2994 | 798.3285 | 892.8747 | -94.5462 |
Avg Daily Profit (%) | 0.7913 | 0.7931 | -0.0018 | 0.1207 | 0.1262 | -0.1597 |
Buy And Hold Return (%) | 845.7237 | 845.7237 | 845.7237 | 845.7237 | 845.7237 | 845.7237 |
Max Trade Drawdown | -198048 | -121770 | -174660 | -13959437 | -8249858 | -8144119 |
Profit Factor | 3.0271 | 4.7444 | 0.9898 | 1.0264 | 1.0519 | 0.9927 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 48.8636 | 47.7273 | 50 | 48.8636 | 47.7273 | 50 |
Ratio Avg Win / Avg Loss | 3.1679 | 5.1962 | 0.9898 | 1.0742 | 1.1521 | 0.9927 |
Largest Winning Trade | 1037673 | 1037673 | 72193 | 3884457 | 3598600 | 3884457 |
Largest Losing Trade | -38756 | -38756 | -35114 | -3301843 | -3301843 | -2445735 |
Avg Bars in Trades | 79 | 89 | 68 | 79 | 89 | 68 |
Avg Bars in Winners | 96 | 116 | 76 | 96 | 116 | 76 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 6953 | 3934 | 3019 | 6953 | 3934 | 3019 |
Profit Streak | 64.3206 | 72.5706 | 64.3206 | 64.3206 | 72.5706 | 64.3206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387618 | 417625 | -580160 | -387889 | -336190 | -580160 |
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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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