Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2072249.426 | 2047569.4968 | 24679.9292 | 563563.9983 | 1326318.5278 | -762754.5295 |
Total P&L (%) | 2072.2494 | 2047.5695 | 24.6799 | 563.564 | 1326.3185 | -762.7545 |
Avg Daily Profit (%) | 0.9334 | 0.9223 | 0.0111 | 0.0853 | 0.1198 | 0 |
Buy And Hold Return (%) | 245.2291 | 245.2291 | 245.2291 | 245.2291 | 245.2291 | 245.2291 |
Max Trade Drawdown | -157276 | -117586 | -94862 | -4021341 | -2142635 | -2203800 |
Profit Factor | 3.6357 | 5.9535 | 1.0662 | 1.0418 | 1.1931 | 0.8849 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 45.9459 | 45.4545 | 46.4286 | 45.9459 | 45.4545 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.2773 | 7.1442 | 1.2302 | 1.2256 | 1.4317 | 1.0211 |
Largest Winning Trade | 1933001 | 1933001 | 46726 | 2663863 | 2663863 | 863608 |
Largest Losing Trade | -41022 | -37750 | -41022 | -1261193 | -1261193 | -991366 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Losers | 49 | 57 | 40 | 49 | 57 | 40 |
Bars Traded | 6357 | 3445 | 2912 | 6357 | 3445 | 2912 |
Profit Streak | 80.3327 | 115.9994 | 80.3327 | 80.3327 | 115.9994 | 80.3327 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727523 | -158704 | -671958 | -258044 | -222325 | -759592 |
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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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