Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1972078.5943 | 2025922.2288 | -53843.6344 | 20515.1928 | 130291.8985 | -109776.7057 |
Total P&L (%) | 1972.0786 | 2025.9222 | -53.8436 | 20.5152 | 130.2919 | -109.7767 |
Avg Daily Profit (%) | 0.8861 | 0.9103 | -0.0242 | 0.0084 | 0.0375 | 0 |
Buy And Hold Return (%) | 499.5956 | 499.5956 | 499.5956 | 499.5956 | 499.5956 | 499.5956 |
Max Trade Drawdown | -154582 | -69673 | -148527 | -183008 | -81805 | -138475 |
Profit Factor | 4.2835 | 8.6098 | 0.839 | 1.0313 | 1.4583 | 0.7039 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 4.2835 | 8.6098 | 0.839 | 1.0313 | 1.4583 | 0.7039 |
Largest Winning Trade | 2104111 | 2104111 | 39800 | 230969 | 230969 | 41409 |
Largest Losing Trade | -67130 | -54839 | -67130 | -51491 | -51491 | -42318 |
Avg Bars in Trades | 44 | 40 | 49 | 44 | 40 | 49 |
Avg Bars in Winners | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 4131 | 1872 | 2259 | 4131 | 1872 | 2259 |
Profit Streak | 29.3343 | 47.8343 | 29.3343 | 29.3343 | 47.8343 | 29.3343 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 701707 | 744460 | -580164 | -532233 | -306483 | -580164 |
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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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