Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158804.9493 | 1129221.9841 | 29582.9651 | 1601898.2699 | 2419188.3929 | -817290.123 |
Total P&L (%) | 1158.8049 | 1129.222 | 29.583 | 1601.8983 | 2419.1884 | -817.2901 |
Avg Daily Profit (%) | 0.6387 | 0.6224 | 0.0163 | 0.1563 | 0.178 | 0 |
Buy And Hold Return (%) | 560.9076 | 560.9076 | 560.9076 | 560.9076 | 560.9076 | 560.9076 |
Max Trade Drawdown | -122375 | -103529 | -89643 | -1134546 | -596816 | -1283099 |
Profit Factor | 2.9862 | 5.3492 | 1.0914 | 1.354 | 2.405 | 0.7085 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.8571 | 41.3043 | 44.4444 | 42.8571 | 41.3043 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.9816 | 7.6014 | 1.3642 | 1.8053 | 3.4176 | 0.8856 |
Largest Winning Trade | 528636 | 528636 | 67334 | 1127002 | 1127002 | 439619 |
Largest Losing Trade | -49041 | -34403 | -49041 | -595348 | -236456 | -595348 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 85 | 86 | 83 | 85 | 86 | 83 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 5225 | 2664 | 2561 | 5225 | 2664 | 2561 |
Profit Streak | 18.9493 | 18.9493 | 28.616 | 18.9493 | 18.9493 | 28.616 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344587 | 365400 | -458425 | 161301 | 278616 | -582332 |
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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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