Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162861.9612 | 1087736.984 | 75124.9772 | 423717.7512 | -186665.2502 | 610383.0014 |
Total P&L (%) | 1162.862 | 1087.737 | 75.125 | 423.7178 | -186.6653 | 610.383 |
Avg Daily Profit (%) | 0.629 | 0.5884 | 0.0406 | 0.0896 | 0 | 0.1061 |
Buy And Hold Return (%) | 60.7212 | 60.7212 | 60.7212 | 60.7212 | 60.7212 | 60.7212 |
Max Trade Drawdown | -105037 | -104126 | -42670 | -2000963 | -1421899 | -899570 |
Profit Factor | 3.9415 | 5.9309 | 1.43 | 1.083 | 0.9335 | 1.2656 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 40.4255 | 31.9149 | 48.9362 | 40.4255 | 31.9149 | 48.9362 |
Ratio Avg Win / Avg Loss | 5.8086 | 12.6525 | 1.4921 | 1.596 | 1.9915 | 1.3206 |
Largest Winning Trade | 1161047 | 1161047 | 43638 | 1161047 | 1161047 | 751506 |
Largest Losing Trade | -34741 | -34741 | -28120 | -581447 | -581447 | -411592 |
Avg Bars in Trades | 55 | 42 | 67 | 55 | 42 | 67 |
Avg Bars in Winners | 91 | 84 | 96 | 91 | 84 | 96 |
Avg Bars in Losers | 30 | 23 | 39 | 30 | 23 | 39 |
Bars Traded | 5174 | 2010 | 3164 | 5174 | 2010 | 3164 |
Profit Streak | 31.3404 | 31.3404 | 33.0071 | 31.3404 | 31.3404 | 33.0071 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601521 | 483237 | -229061 | -203477 | -584411 | -50369 |
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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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