Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2120653.9989 | 2095123.7508 | 25530.2481 | 661675.3592 | 1505896.0266 | -844220.6675 |
Total P&L (%) | 2120.654 | 2095.1238 | 25.5302 | 661.6754 | 1505.896 | -844.2207 |
Avg Daily Profit (%) | 0.955 | 0.9435 | 0.0115 | 0.0915 | 0.1251 | 0 |
Buy And Hold Return (%) | 422.7166 | 422.7166 | 422.7166 | 422.7166 | 422.7166 | 422.7166 |
Max Trade Drawdown | -175034 | -84442 | -110791 | -3390820 | -1627260 | -2659681 |
Profit Factor | 4.2227 | 6.829 | 1.0855 | 1.0825 | 1.3789 | 0.7911 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 48.3871 | 45.6522 | 51.0638 | 48.3871 | 45.6522 | 51.0638 |
Ratio Avg Win / Avg Loss | 4.5042 | 8.1297 | 1.0403 | 1.1547 | 1.6415 | 0.7581 |
Largest Winning Trade | 1974971 | 1974971 | 43421 | 2290358 | 2290358 | 1044862 |
Largest Losing Trade | -57729 | -57729 | -38735 | -1316306 | -829176 | -1316306 |
Avg Bars in Trades | 91 | 102 | 80 | 91 | 102 | 80 |
Avg Bars in Winners | 114 | 132 | 98 | 114 | 132 | 98 |
Avg Bars in Losers | 69 | 76 | 62 | 69 | 76 | 62 |
Bars Traded | 8484 | 4702 | 3781 | 8484 | 4702 | 3781 |
Profit Streak | 85.4581 | 107.9581 | 85.4581 | 85.4581 | 107.9581 | 85.4581 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731563 | 726605 | -468149 | -208811 | -26777 | -579195 |
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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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