Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145042.1302 | 1108542.9829 | 36499.1473 | 1781976.1188 | 1888356.4998 | -106380.381 |
Total P&L (%) | 1145.0421 | 1108.543 | 36.4991 | 1781.9761 | 1888.3565 | -106.3804 |
Avg Daily Profit (%) | 0.6293 | 0.6093 | 0.0201 | 0.1614 | 0.1645 | 0 |
Buy And Hold Return (%) | 679.3196 | 679.3196 | 679.3196 | 679.3196 | 679.3196 | 679.3196 |
Max Trade Drawdown | -101836 | -68984 | -84042 | -1571150 | -1088881 | -996433 |
Profit Factor | 3.1652 | 5.4709 | 1.1299 | 1.3586 | 1.7945 | 0.959 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 53.9326 | 50 | 57.7778 | 53.9326 | 50 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.7036 | 5.4709 | 0.8257 | 1.1605 | 1.7945 | 0.7008 |
Largest Winning Trade | 621397 | 621397 | 66716 | 1726984 | 1726984 | 627292 |
Largest Losing Trade | -50189 | -50189 | -47734 | -531654 | -482936 | -531654 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 3457 | 1650 | 1807 | 3457 | 1650 | 1807 |
Profit Streak | 60.0253 | 93.0253 | 60.0253 | 60.0253 | 93.0253 | 60.0253 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394916 | 408614 | -409048 | 248515 | 318548 | -578726 |
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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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