Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220530.9736 | 1237151.01 | -16620.0364 | 276396.7643 | 151391.9455 | 125004.8188 |
Total P&L (%) | 1220.531 | 1237.151 | -16.62 | 276.3968 | 151.3919 | 125.0048 |
Avg Daily Profit (%) | 0.5399 | 0.5473 | -0.0074 | 0.0587 | 0.0408 | 0.0359 |
Buy And Hold Return (%) | 472.6891 | 472.6891 | 472.6891 | 472.6891 | 472.6891 | 472.6891 |
Max Trade Drawdown | -108260 | -99103 | -100376 | -249098 | -166701 | -125668 |
Profit Factor | 3.3405 | 5.617 | 0.9344 | 1.3367 | 1.3412 | 1.3314 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50.5882 | 51.1628 | 50 | 50.5882 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 3.2628 | 5.3617 | 0.9344 | 1.3056 | 1.2803 | 1.3314 |
Largest Winning Trade | 1052696 | 1052696 | 37884 | 245726 | 245726 | 102408 |
Largest Losing Trade | -60985 | -60985 | -56616 | -81907 | -60985 | -81907 |
Avg Bars in Trades | 48 | 41 | 54 | 48 | 41 | 54 |
Avg Bars in Winners | 72 | 56 | 87 | 72 | 56 | 87 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 4084 | 1789 | 2295 | 4084 | 1789 | 2295 |
Profit Streak | 43.206 | 43.206 | 48.206 | 43.206 | 43.206 | 48.206 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544982 | 596026 | -579745 | -278781 | -303108 | -309434 |
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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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