Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248589.5515 | 1276852.3837 | -28262.8322 | 356080.6334 | 1677611.9494 | -1321531.3159 |
Total P&L (%) | 1248.5896 | 1276.8524 | -28.2628 | 356.0806 | 1677.6119 | -1321.5313 |
Avg Daily Profit (%) | 0.6814 | 0.6968 | -0.0154 | 0.0828 | 0.1572 | 0 |
Buy And Hold Return (%) | 601.4429 | 601.4429 | 601.4429 | 601.4429 | 601.4429 | 601.4429 |
Max Trade Drawdown | -193092 | -98247 | -115587 | -3881494 | -2106586 | -2387228 |
Profit Factor | 2.6868 | 4.4214 | 0.923 | 1.0344 | 1.3359 | 0.7527 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 40.8602 | 34.0426 | 47.8261 | 40.8602 | 34.0426 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.8887 | 8.5665 | 1.0069 | 1.4972 | 2.5884 | 0.8212 |
Largest Winning Trade | 925144 | 925144 | 62475 | 2947463 | 2947463 | 630459 |
Largest Losing Trade | -35899 | -29290 | -35899 | -972855 | -965247 | -972855 |
Avg Bars in Trades | 76 | 73 | 78 | 76 | 73 | 78 |
Avg Bars in Winners | 114 | 121 | 108 | 114 | 121 | 108 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 7071 | 3446 | 3625 | 7071 | 3446 | 3625 |
Profit Streak | 34.0215 | 89.2715 | 0 | 34.0215 | 89.2715 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292695 | 303154 | -579883 | -433529 | 22443 | -581549 |
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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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