Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653993.8937 | 1469940.3055 | 184053.5882 | 3779007.7964 | 8591177.6607 | -4812169.8643 |
Total P&L (%) | 1653.9939 | 1469.9403 | 184.0536 | 3779.0078 | 8591.1777 | -4812.1699 |
Avg Daily Profit (%) | 0.6931 | 0.6159 | 0.0771 | 0.1534 | 0.1873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164029 | -134884 | -90080 | -19023952 | -17009118 | -13198984 |
Profit Factor | 2.9893 | 4.2166 | 1.4915 | 1.0599 | 1.2491 | 0.8317 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 39.4737 | 33.3333 | 45.614 | 39.4737 | 33.3333 | 45.614 |
Ratio Avg Win / Avg Loss | 4.5835 | 8.4331 | 1.7783 | 1.6252 | 2.4982 | 0.9917 |
Largest Winning Trade | 1018714 | 1018714 | 65682 | 16809337 | 16809337 | 5475072 |
Largest Losing Trade | -36890 | -33112 | -36890 | -8121411 | -3441511 | -8121411 |
Avg Bars in Trades | 83 | 66 | 99 | 83 | 66 | 99 |
Avg Bars in Winners | 157 | 144 | 167 | 157 | 144 | 167 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 9463 | 3811 | 5652 | 9463 | 3811 | 5652 |
Profit Streak | 16.0858 | 0 | 25.8358 | 16.0858 | 0 | 25.8358 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530921 | -168001 | -268829 | -149092 | -178001 | -761996 |
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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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