Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833156.8165 | 787765.3337 | 45391.4828 | 1170026.2135 | 1368528.3506 | -198502.137 |
Total P&L (%) | 833.1568 | 787.7653 | 45.3915 | 1170.0262 | 1368.5284 | -198.5021 |
Avg Daily Profit (%) | 0.4579 | 0.433 | 0.0249 | 0.1398 | 0.1478 | 0 |
Buy And Hold Return (%) | 253.2321 | 253.2321 | 253.2321 | 253.2321 | 253.2321 | 253.2321 |
Max Trade Drawdown | -123930 | -81211 | -109864 | -2761820 | -1737851 | -1298920 |
Profit Factor | 2.3412 | 3.5014 | 1.1482 | 1.1897 | 1.4491 | 0.9364 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 45.8333 | 51.0638 | 48.4211 | 45.8333 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.4939 | 4.138 | 1.1004 | 1.2673 | 1.7125 | 0.8974 |
Largest Winning Trade | 323030 | 323030 | 74267 | 1529267 | 1529267 | 633078 |
Largest Losing Trade | -46063 | -46063 | -37447 | -1099505 | -1099505 | -845532 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Losers | 24 | 16 | 34 | 24 | 16 | 34 |
Bars Traded | 3556 | 1425 | 2131 | 3556 | 1425 | 2131 |
Profit Streak | 19.9877 | 47.9877 | 0 | 19.9877 | 47.9877 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433521 | 468694 | -382606 | -19334 | 179935 | -580558 |
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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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