Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444344.9247 | 472973.1454 | -28628.2207 | 333600.5227 | 1088197.8595 | -754597.3368 |
Total P&L (%) | 444.3449 | 472.9731 | -28.6282 | 333.6005 | 1088.1979 | -754.5973 |
Avg Daily Profit (%) | 0.2133 | 0.2271 | -0.0137 | 0.0705 | 0.1189 | 0 |
Buy And Hold Return (%) | 206.0379 | 206.0379 | 206.0379 | 206.0379 | 206.0379 | 206.0379 |
Max Trade Drawdown | -198713 | -157816 | -74072 | -2804800 | -1740912 | -1278474 |
Profit Factor | 1.9181 | 2.4527 | 0.8193 | 1.0725 | 1.3667 | 0.5385 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 53.8462 | 55.5556 | 52.1739 | 53.8462 | 55.5556 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6441 | 1.9621 | 0.751 | 0.9193 | 1.0934 | 0.4936 |
Largest Winning Trade | 108543 | 108543 | 23776 | 1563821 | 1563821 | 280571 |
Largest Losing Trade | -51518 | -51518 | -17229 | -1003466 | -1003466 | -447492 |
Avg Bars in Trades | 255 | 480 | 36 | 255 | 480 | 36 |
Avg Bars in Winners | 167 | 288 | 40 | 167 | 288 | 40 |
Avg Bars in Losers | 359 | 719 | 31 | 359 | 719 | 31 |
Bars Traded | 23291 | 21621 | 1669 | 23291 | 21621 | 1669 |
Profit Streak | 150.7665 | 150.7665 | 290.7665 | 150.7665 | 150.7665 | 290.7665 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274523 | 322857 | -579074 | -248667 | -33156 | -579074 |
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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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