Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2553149.8295 | 2543995.0869 | 9154.7426 | 610243.952 | 2255046.5195 | -1644802.5674 |
Total P&L (%) | 2553.1498 | 2543.9951 | 9.1547 | 610.244 | 2255.0465 | -1644.8026 |
Avg Daily Profit (%) | 1.149 | 1.1449 | 0.0041 | 0.0883 | 0.1423 | 0 |
Buy And Hold Return (%) | 425.8465 | 425.8465 | 425.8465 | 425.8465 | 425.8465 | 425.8465 |
Max Trade Drawdown | -155689 | -95889 | -90865 | -5713319 | -2104001 | -4816739 |
Profit Factor | 4.9105 | 9.2748 | 1.0265 | 1.0421 | 1.3947 | 0.8129 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 45.3488 | 46.5116 | 44.186 | 45.3488 | 46.5116 | 44.186 |
Ratio Avg Win / Avg Loss | 5.9178 | 10.666 | 1.2966 | 1.2558 | 1.6039 | 1.0268 |
Largest Winning Trade | 2476848 | 2476848 | 50784 | 3113812 | 3113812 | 1880129 |
Largest Losing Trade | -41247 | -34129 | -41247 | -2117200 | -793862 | -2117200 |
Avg Bars in Trades | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Winners | 71 | 62 | 79 | 71 | 62 | 79 |
Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
Bars Traded | 4247 | 2059 | 2188 | 4247 | 2059 | 2188 |
Profit Streak | 18.0172 | 18.0172 | 23.5172 | 18.0172 | 18.0172 | 23.5172 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 720571 | 740469 | -546131 | -280517 | -2790 | -580775 |
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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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