Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265561.7401 | 1218414.4754 | 47147.2648 | 2257296.7205 | 2677942.397 | -420645.6765 |
Total P&L (%) | 1265.5617 | 1218.4145 | 47.1473 | 2257.2967 | 2677.9424 | -420.6457 |
Avg Daily Profit (%) | 0.698 | 0.672 | 0.026 | 0.1745 | 0.1835 | 0 |
Buy And Hold Return (%) | 597.0046 | 597.0046 | 597.0046 | 597.0046 | 597.0046 | 597.0046 |
Max Trade Drawdown | -133863 | -91905 | -77722 | -4281295 | -2708516 | -2303406 |
Profit Factor | 3.0487 | 5.0362 | 1.1493 | 1.2495 | 1.5478 | 0.8988 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 51.4563 | 50.9804 | 51.9231 | 51.4563 | 50.9804 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.8762 | 4.8425 | 1.0641 | 1.1788 | 1.4883 | 0.8323 |
Largest Winning Trade | 647378 | 647378 | 70457 | 3446288 | 3446288 | 707718 |
Largest Losing Trade | -48863 | -48863 | -43589 | -1194238 | -1194238 | -923298 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 3537 | 1646 | 1891 | 3537 | 1646 | 1891 |
Profit Streak | 55.6243 | 95.6243 | 55.6243 | 55.6243 | 95.6243 | 55.6243 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502414 | -165692 | -559066 | 255779 | -171264 | -759601 |
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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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