Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603489.1899 | 1624507.3987 | -21018.2088 | -1790.9292 | 493636.6328 | -495427.562 |
Total P&L (%) | 1603.4892 | 1624.5074 | -21.0182 | -1.7909 | 493.6366 | -495.4276 |
Avg Daily Profit (%) | 0.7209 | 0.7303 | -0.0094 | -0.0008 | 0.0801 | 0 |
Buy And Hold Return (%) | 308.9057 | 308.9057 | 308.9057 | 308.9057 | 308.9057 | 308.9057 |
Max Trade Drawdown | -170974 | -104702 | -129745 | -1337563 | -597329 | -1003185 |
Profit Factor | 3.1102 | 5.4874 | 0.9472 | 0.9996 | 1.2396 | 0.7608 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 40.8602 | 36.9565 | 44.6809 | 40.8602 | 36.9565 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.5016 | 9.3608 | 1.1727 | 1.4467 | 2.1147 | 0.942 |
Largest Winning Trade | 1530468 | 1530468 | 47381 | 726648 | 726648 | 237864 |
Largest Losing Trade | -76439 | -39494 | -76439 | -404504 | -383701 | -404504 |
Avg Bars in Trades | 68 | 78 | 59 | 68 | 78 | 59 |
Avg Bars in Winners | 81 | 92 | 72 | 81 | 92 | 72 |
Avg Bars in Losers | 59 | 69 | 48 | 59 | 69 | 48 |
Bars Traded | 6376 | 3592 | 2783 | 6376 | 3592 | 2783 |
Profit Streak | 29.4512 | 48.7845 | 29.4512 | 29.4512 | 48.7845 | 29.4512 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537294 | 544525 | -580558 | -581412 | -99178 | -582225 |
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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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