Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354607.2591 | 1149471.1795 | 205136.0796 | 5764414.1582 | 1208864.9201 | 4555549.2381 |
Total P&L (%) | 1354.6073 | 1149.4712 | 205.1361 | 5764.4142 | 1208.8649 | 4555.5492 |
Avg Daily Profit (%) | 0.5701 | 0.4838 | 0.0863 | 0.1715 | 0.1083 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140111 | -68529 | -102327 | -9529054 | -4994010 | -6514916 |
Profit Factor | 3.0366 | 4.8055 | 1.565 | 1.2169 | 1.0882 | 1.354 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 46.4646 | 44 | 48.9796 | 46.4646 | 44 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.4986 | 6.1161 | 1.6302 | 1.4021 | 1.385 | 1.4104 |
Largest Winning Trade | 645940 | 645940 | 67543 | 3917622 | 3917622 | 3094041 |
Largest Losing Trade | -60834 | -34142 | -60834 | -3720216 | -3495860 | -3720216 |
Avg Bars in Trades | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Winners | 69 | 61 | 76 | 69 | 61 | 76 |
Avg Bars in Losers | 27 | 18 | 37 | 27 | 18 | 37 |
Bars Traded | 4627 | 1848 | 2779 | 4627 | 1848 | 2779 |
Profit Streak | 12.0952 | 26.5952 | 12.0952 | 12.0952 | 26.5952 | 12.0952 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626549 | -163256 | -74554 | 279813 | -352871 | 304054 |
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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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