Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233192.4407 | 1211434.2092 | 21758.2315 | -119851.6369 | 603971.5581 | -723823.195 |
Total P&L (%) | 1233.1924 | 1211.4342 | 21.7582 | -119.8516 | 603.9716 | -723.8232 |
Avg Daily Profit (%) | 0.6639 | 0.6522 | 0.0117 | 0 | 0.1051 | 0 |
Buy And Hold Return (%) | 82.9457 | 82.9457 | 82.9457 | 82.9457 | 82.9457 | 82.9457 |
Max Trade Drawdown | -276225 | -161180 | -151857 | -1729528 | -388420 | -1627146 |
Profit Factor | 2.8922 | 5.0727 | 1.0614 | 0.9422 | 2.454 | 0.5639 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 20 | 23 | 44 | 22 | 22 |
Losing Trades | 45 | 24 | 21 | 44 | 22 | 22 |
Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.0267 | 6.0872 | 0.9691 | 0.9422 | 2.454 | 0.5639 |
Largest Winning Trade | 1058709 | 1058709 | 68179 | 983402 | 983402 | 408987 |
Largest Losing Trade | -101916 | -36810 | -101916 | -1621242 | -148913 | -1621242 |
Avg Bars in Trades | 39 | 48 | 30 | 39 | 48 | 30 |
Avg Bars in Winners | 47 | 55 | 39 | 41 | 59 | 22 |
Avg Bars in Losers | 32 | 42 | 20 | 38 | 37 | 38 |
Bars Traded | 3489 | 2143 | 1346 | 3489 | 2143 | 1346 |
Profit Streak | 7.6918 | 9.6918 | 0 | 0 | 0 | 10.1918 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 647820 | 673429 | -497247 | -580543 | -47496 | -580060 |
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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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