Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003759.4308 | 975101.754 | 28657.6768 | 208692.5142 | -407953.3959 | 616645.91 |
Total P&L (%) | 1003.7594 | 975.1018 | 28.6577 | 208.6925 | -407.9534 | 616.6459 |
Avg Daily Profit (%) | 0.5433 | 0.5277 | 0.0155 | 0.061 | 0 | 0.1066 |
Buy And Hold Return (%) | 44.5495 | 44.5495 | 44.5495 | 44.5495 | 44.5495 | 44.5495 |
Max Trade Drawdown | -140085 | -182858 | -58056 | -1486182 | -1952901 | -273824 |
Profit Factor | 2.873 | 3.6519 | 1.1704 | 1.0515 | 0.8632 | 1.5749 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 43.5644 | 36 | 50.9804 | 43.5644 | 36 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.7219 | 6.4922 | 1.1254 | 1.3621 | 1.5346 | 1.5143 |
Largest Winning Trade | 869222 | 869222 | 27090 | 1095099 | 1095099 | 303328 |
Largest Losing Trade | -32216 | -26652 | -32216 | -458874 | -458874 | -174452 |
Avg Bars in Trades | 102 | 177 | 28 | 102 | 177 | 28 |
Avg Bars in Winners | 123 | 259 | 29 | 123 | 259 | 29 |
Avg Bars in Losers | 85 | 130 | 28 | 85 | 130 | 28 |
Bars Traded | 10333 | 8863 | 1470 | 10333 | 8863 | 1470 |
Profit Streak | 101.7278 | 101.7278 | 113.5611 | 101.7278 | 101.7278 | 113.5611 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563651 | -166896 | -549311 | -277776 | -762541 | -225617 |
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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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