Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330127.1043 | 1346524.7948 | -16397.6904 | 391433.6273 | 676246.0445 | -284812.4172 |
Total P&L (%) | 1330.1271 | 1346.5248 | -16.3977 | 391.4336 | 676.246 | -284.8124 |
Avg Daily Profit (%) | 0.5869 | 0.5941 | -0.0072 | 0.0703 | 0.0905 | 0 |
Buy And Hold Return (%) | 417.4851 | 417.4851 | 417.4851 | 417.4851 | 417.4851 | 417.4851 |
Max Trade Drawdown | -122744 | -93271 | -135890 | -940150 | -552061 | -625832 |
Profit Factor | 3.318 | 6.0348 | 0.9465 | 1.1248 | 1.4753 | 0.8337 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 47.9167 | 47.9167 | 47.9167 | 47.9167 | 47.9167 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.6065 | 6.5595 | 1.0288 | 1.2227 | 1.6036 | 0.9062 |
Largest Winning Trade | 1100212 | 1100212 | 45872 | 1091050 | 1091050 | 271225 |
Largest Losing Trade | -55047 | -33282 | -55047 | -556467 | -203661 | -556467 |
Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Winners | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 4336 | 1938 | 2398 | 4336 | 1938 | 2398 |
Profit Streak | 40.4864 | 40.4864 | 77.4864 | 40.4864 | 40.4864 | 77.4864 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565016 | 622425 | -578462 | -347134 | -78669 | -580129 |
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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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