Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240985.9294 | 1220858.3641 | 20127.5653 | 1511579.5412 | 1734411.5065 | -222831.9653 |
Total P&L (%) | 1240.9859 | 1220.8584 | 20.1276 | 1511.5795 | 1734.4115 | -222.832 |
Avg Daily Profit (%) | 0.6809 | 0.6699 | 0.011 | 0.1526 | 0.1598 | 0 |
Buy And Hold Return (%) | 761.8041 | 761.8041 | 761.8041 | 761.8041 | 761.8041 | 761.8041 |
Max Trade Drawdown | -130407 | -83234 | -96547 | -2666395 | -1734236 | -1322900 |
Profit Factor | 2.974 | 5.0554 | 1.0614 | 1.2682 | 1.5798 | 0.9157 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 56.5657 | 57.1429 | 56 | 56.5657 | 57.1429 | 56 |
Ratio Avg Win / Avg Loss | 2.2836 | 3.7916 | 0.834 | 0.9738 | 1.1849 | 0.7195 |
Largest Winning Trade | 647378 | 647378 | 76360 | 1951794 | 1951794 | 528267 |
Largest Losing Trade | -51548 | -49577 | -51548 | -672310 | -444000 | -672310 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3533 | 1661 | 1872 | 3533 | 1661 | 1872 |
Profit Streak | 65.5779 | 105.5779 | 65.5779 | 65.5779 | 105.5779 | 65.5779 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396693 | 443925 | -676780 | 50941 | 231251 | -759083 |
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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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