Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2543628.7692 | 2531778.4855 | 11850.2837 | 1335077.9403 | 23669.2149 | 1311408.7254 |
Total P&L (%) | 2543.6288 | 2531.7785 | 11.8503 | 1335.0779 | 23.6692 | 1311.4087 |
Avg Daily Profit (%) | 1.1194 | 1.1142 | 0.0052 | 0.1173 | 0.0094 | 0.1166 |
Buy And Hold Return (%) | 79.8969 | 79.8969 | 79.8969 | 79.8969 | 79.8969 | 79.8969 |
Max Trade Drawdown | -116339 | -123683 | -36843 | -13434941 | -14751978 | -1366306 |
Profit Factor | 5.2972 | 6.1662 | 1.1163 | 1.0385 | 1.0008 | 1.3861 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 53.3981 | 47.0588 | 59.6154 | 53.3981 | 47.0588 | 59.6154 |
Ratio Avg Win / Avg Loss | 4.623 | 6.937 | 0.7562 | 0.9064 | 1.1259 | 0.9389 |
Largest Winning Trade | 1876442 | 1876442 | 10642 | 14114669 | 14114669 | 883152 |
Largest Losing Trade | -56462 | -56462 | -11408 | -7515570 | -7515570 | -479806 |
Avg Bars in Trades | 78 | 151 | 6 | 78 | 151 | 6 |
Avg Bars in Winners | 68 | 149 | 5 | 68 | 149 | 5 |
Avg Bars in Losers | 89 | 154 | 7 | 89 | 154 | 7 |
Bars Traded | 8091 | 7750 | 340 | 8091 | 7750 | 340 |
Profit Streak | 8.9106 | 0 | 27.1606 | 8.9106 | 0 | 27.1606 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 822221 | -159232 | -623836 | -214411 | -747011 | -216012 |
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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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