Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887881.7205 | 811861.7024 | 76020.0182 | 6369437.9685 | 7736425.5744 | -1366987.6059 |
Total P&L (%) | 887.8817 | 811.8617 | 76.02 | 6369.438 | 7736.4256 | -1366.9876 |
Avg Daily Profit (%) | 0.4263 | 0.3898 | 0.0365 | 0.2004 | 0.2096 | 0 |
Buy And Hold Return (%) | 1221.9694 | 1221.9694 | 1221.9694 | 1221.9694 | 1221.9694 | 1221.9694 |
Max Trade Drawdown | -64463 | -48265 | -64157 | -3490759 | -2362991 | -2552959 |
Profit Factor | 2.7413 | 4.4489 | 1.277 | 1.5024 | 2.332 | 0.801 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 45.4545 | 46.9388 | 44 | 45.4545 | 46.9388 | 44 |
Ratio Avg Win / Avg Loss | 3.2896 | 5.0291 | 1.6252 | 1.8029 | 2.6362 | 1.0195 |
Largest Winning Trade | 347929 | 347929 | 52388 | 4215792 | 4215792 | 939417 |
Largest Losing Trade | -58689 | -21670 | -58689 | -2083510 | -1105817 | -2083510 |
Avg Bars in Trades | 248 | 245 | 252 | 248 | 245 | 252 |
Avg Bars in Winners | 372 | 373 | 372 | 372 | 373 | 372 |
Avg Bars in Losers | 145 | 132 | 157 | 145 | 132 | 157 |
Bars Traded | 24630 | 12025 | 12605 | 24630 | 12025 | 12605 |
Profit Streak | 158.5774 | 174.744 | 158.5774 | 158.5774 | 174.744 | 158.5774 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150696 | -148852 | -490287 | 329742 | 431642 | -760535 |
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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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