Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028825.5123 | 1048014.2485 | -19188.7362 | 290286.5545 | 418613.2794 | -128326.7249 |
Total P&L (%) | 1028.8255 | 1048.0142 | -19.1887 | 290.2866 | 418.6133 | -128.3267 |
Avg Daily Profit (%) | 0.5671 | 0.5776 | -0.0106 | 0.0751 | 0.0908 | 0 |
Buy And Hold Return (%) | 498.714 | 498.714 | 498.714 | 498.714 | 498.714 | 498.714 |
Max Trade Drawdown | -144476 | -164399 | -63542 | -836568 | -809682 | -331542 |
Profit Factor | 2.8921 | 3.5193 | 0.8498 | 1.0938 | 1.1662 | 0.7777 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 49.4624 | 43.4783 | 55.3191 | 49.4624 | 43.4783 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.9549 | 4.575 | 0.6864 | 1.1175 | 1.516 | 0.6281 |
Largest Winning Trade | 884349 | 884349 | 24312 | 501527 | 501527 | 124982 |
Largest Losing Trade | -52742 | -52742 | -26530 | -646384 | -646384 | -92731 |
Avg Bars in Trades | 54 | 107 | 3 | 54 | 107 | 3 |
Avg Bars in Winners | 49 | 109 | 3 | 49 | 109 | 3 |
Avg Bars in Losers | 60 | 106 | 3 | 60 | 106 | 3 |
Bars Traded | 5111 | 4954 | 157 | 5111 | 4954 | 157 |
Profit Streak | 0 | 70.8799 | 0 | 0 | 70.8799 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369593 | 369605 | -579729 | -375833 | -275674 | -579729 |
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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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