Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247674.5467 | 1396058.8612 | -148384.3145 | -129081.3553 | -25224.3655 | -103856.9898 |
Total P&L (%) | 1247.6745 | 1396.0589 | -148.3843 | -129.0814 | -25.2244 | -103.857 |
Avg Daily Profit (%) | 0.5618 | 0.6286 | -0.0668 | 0 | -0.0131 | 0 |
Buy And Hold Return (%) | 480.5447 | 480.5447 | 480.5447 | 480.5447 | 480.5447 | 480.5447 |
Max Trade Drawdown | -300301 | -77054 | -308526 | -147581 | -38499 | -127852 |
Profit Factor | 2.802 | 6.0763 | 0.6445 | 0.4256 | 0.6146 | 0.348 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 24 | 22 | 41 | 19 | 22 |
Losing Trades | 42 | 20 | 22 | 47 | 25 | 22 |
Profitability (%) | 52.2727 | 54.5455 | 50 | 46.5909 | 43.1818 | 50 |
Ratio Avg Win / Avg Loss | 2.5584 | 5.0636 | 0.6445 | 0.4879 | 0.8086 | 0.348 |
Largest Winning Trade | 1444980 | 1444980 | 43971 | 21636 | 13957 | 21636 |
Largest Losing Trade | -121087 | -62687 | -121087 | -127852 | -37894 | -127852 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 63 | 61 | 65 | 29 | 23 | 34 |
Avg Bars in Losers | 30 | 22 | 37 | 63 | 58 | 68 |
Bars Traded | 4193 | 1915 | 2278 | 4193 | 1915 | 2278 |
Profit Streak | 54.2078 | 63.7078 | 54.2078 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544859 | 688462 | -579313 | -581868 | -583371 | -580719 |
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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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