Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084004.9116 | 1123357.2154 | -39352.3038 | 151742.6174 | 390524.9988 | -238782.3815 |
Total P&L (%) | 1084.0049 | 1123.3572 | -39.3523 | 151.7426 | 390.525 | -238.7824 |
Avg Daily Profit (%) | 0.5982 | 0.62 | -0.0217 | 0.051 | 0.0878 | 0 |
Buy And Hold Return (%) | 468.3671 | 468.3671 | 468.3671 | 468.3671 | 468.3671 | 468.3671 |
Max Trade Drawdown | -166917 | -124481 | -83320 | -571398 | -472368 | -282025 |
Profit Factor | 2.6124 | 3.2496 | 0.7724 | 1.0702 | 1.2441 | 0.5741 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 49.4949 | 42.8571 | 56 | 49.4949 | 42.8571 | 56 |
Ratio Avg Win / Avg Loss | 2.6657 | 4.3327 | 0.6069 | 1.0921 | 1.6588 | 0.4511 |
Largest Winning Trade | 606603 | 606603 | 17930 | 455805 | 455805 | 59106 |
Largest Losing Trade | -58127 | -58127 | -38025 | -281259 | -281259 | -201894 |
Avg Bars in Trades | 36 | 68 | 4 | 36 | 68 | 4 |
Avg Bars in Winners | 33 | 70 | 5 | 33 | 70 | 5 |
Avg Bars in Losers | 39 | 67 | 3 | 39 | 67 | 3 |
Bars Traded | 3599 | 3362 | 237 | 3599 | 3362 | 237 |
Profit Streak | 0 | 61.8114 | 0 | 0 | 61.8114 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421130 | 413437 | -759777 | -433830 | -242780 | -759777 |
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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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