Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1264581.302 | 1252787.5235 | 11793.7785 | 93597.9096 | 1701124.6911 | -1607526.7816 |
Total P&L (%) | 1264.5813 | 1252.7875 | 11.7938 | 93.5979 | 1701.1247 | -1607.5268 |
Avg Daily Profit (%) | 0.5442 | 0.5391 | 0.0051 | 0.0284 | 0.1245 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178312 | -111747 | -131746 | -3128939 | -1203934 | -2049556 |
Profit Factor | 2.65 | 5.1529 | 1.0254 | 1.0159 | 1.9299 | 0.6044 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.7059 | 44.186 | 45.2381 | 44.7059 | 44.186 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.2776 | 6.509 | 1.2412 | 1.2565 | 2.4378 | 0.7316 |
Largest Winning Trade | 1088090 | 1088090 | 65098 | 1606723 | 1606723 | 742493 |
Largest Losing Trade | -65799 | -40199 | -65799 | -1499139 | -754395 | -1499139 |
Avg Bars in Trades | 77 | 57 | 97 | 77 | 57 | 97 |
Avg Bars in Winners | 100 | 71 | 128 | 100 | 71 | 128 |
Avg Bars in Losers | 59 | 45 | 72 | 59 | 45 | 72 |
Bars Traded | 6574 | 2465 | 4109 | 6574 | 2465 | 4109 |
Profit Streak | 37.26 | 37.26 | 54.26 | 37.26 | 37.26 | 54.26 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546916 | 618404 | -489869 | -358792 | -24399 | -582024 |
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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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