Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915107.5353 | 842435.3391 | 72672.1962 | 4164109.6829 | 5617855.8757 | -1453746.1928 |
Total P&L (%) | 915.1075 | 842.4353 | 72.6722 | 4164.1097 | 5617.8559 | -1453.7462 |
Avg Daily Profit (%) | 0.366 | 0.3369 | 0.0291 | 0.1502 | 0.1619 | 0 |
Buy And Hold Return (%) | 783.4837 | 783.4837 | 783.4837 | 783.4837 | 783.4837 | 783.4837 |
Max Trade Drawdown | -167905 | -74299 | -137051 | -9409727 | -4986125 | -8389712 |
Profit Factor | 2.6773 | 4.6046 | 1.233 | 1.1972 | 1.5787 | 0.8726 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 51.5789 | 51.0638 | 52.0833 | 51.5789 | 51.0638 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.5134 | 4.4127 | 1.1344 | 1.1239 | 1.5129 | 0.8028 |
Largest Winning Trade | 402210 | 402210 | 48920 | 4913562 | 4913562 | 2532148 |
Largest Losing Trade | -51483 | -22712 | -51483 | -3071821 | -1779891 | -3071821 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 59 | 62 | 57 | 59 | 62 | 57 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 4860 | 2455 | 2405 | 4860 | 2455 | 2405 |
Profit Streak | 70.2198 | 110.2198 | 70.2198 | 70.2198 | 110.2198 | 70.2198 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97522 | -124479 | -319241 | 154908 | 424347 | -579861 |
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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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