Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075254.2997 | 1070214.2966 | 5040.0031 | 639153.2831 | 704106.0589 | -64952.7758 |
Total P&L (%) | 1075.2543 | 1070.2143 | 5.04 | 639.1533 | 704.1061 | -64.9528 |
Avg Daily Profit (%) | 0.4298 | 0.4277 | 0.002 | 0.08 | 0.0834 | -0.0419 |
Buy And Hold Return (%) | 471.0944 | 471.0944 | 471.0944 | 471.0944 | 471.0944 | 471.0944 |
Max Trade Drawdown | -161437 | -157893 | -66788 | -1501325 | -1091082 | -667821 |
Profit Factor | 2.8925 | 4.2214 | 1.0214 | 1.1838 | 1.3431 | 0.9544 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 45.0549 | 50 | 40 | 45.0549 | 50 | 40 |
Ratio Avg Win / Avg Loss | 3.5275 | 4.2214 | 1.532 | 1.4437 | 1.3431 | 1.4316 |
Largest Winning Trade | 805519 | 805519 | 45185 | 1108155 | 1108155 | 493293 |
Largest Losing Trade | -39643 | -39643 | -29537 | -397491 | -397491 | -297939 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 123 | 122 | 125 | 123 | 122 | 125 |
Avg Bars in Losers | 43 | 36 | 49 | 43 | 36 | 49 |
Bars Traded | 7235 | 3658 | 3577 | 7235 | 3658 | 3577 |
Profit Streak | 0 | 0 | 50.0407 | 0 | 0 | 50.0407 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318167 | 439369 | -555075 | -160532 | -92730 | -582369 |
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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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