Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648144.9669 | 1530305.6557 | 117839.3111 | 10952882.6532 | 7836716.7239 | 3116165.9294 |
Total P&L (%) | 1648.145 | 1530.3057 | 117.8393 | 10952.8827 | 7836.7167 | 3116.1659 |
Avg Daily Profit (%) | 0.6568 | 0.6098 | 0.047 | 0.1877 | 0.1745 | 0.1384 |
Buy And Hold Return (%) | 431.9734 | 431.9734 | 431.9734 | 431.9734 | 431.9734 | 431.9734 |
Max Trade Drawdown | -90866 | -68088 | -72943 | -13905032 | -10858199 | -12651021 |
Profit Factor | 4.1669 | 7.5307 | 1.4119 | 1.2396 | 1.3278 | 1.1429 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 37.7778 | 28.8889 | 46.6667 | 37.7778 | 28.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.8631 | 18.5372 | 1.6136 | 2.0417 | 3.2684 | 1.3062 |
Largest Winning Trade | 1026782 | 1026782 | 59379 | 8342137 | 8342137 | 6261310 |
Largest Losing Trade | -34913 | -24024 | -34913 | -5431824 | -4015909 | -5431824 |
Avg Bars in Trades | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Winners | 159 | 173 | 151 | 159 | 173 | 151 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 7333 | 3417 | 3916 | 7333 | 3417 | 3916 |
Profit Streak | 15.8217 | 0 | 25.1551 | 15.8217 | 0 | 25.1551 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461022 | 173926 | -294779 | 173688 | -3424 | -71871 |
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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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