Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447370.8713 | 1424244.3458 | 23126.5255 | 80915.9205 | 409581.6514 | -328665.7309 |
Total P&L (%) | 1447.3709 | 1424.2443 | 23.1265 | 80.9159 | 409.5817 | -328.6657 |
Avg Daily Profit (%) | 0.7822 | 0.7697 | 0.0125 | 0.032 | 0.088 | 0 |
Buy And Hold Return (%) | 78.4102 | 78.4102 | 78.4102 | 78.4102 | 78.4102 | 78.4102 |
Max Trade Drawdown | -170968 | -176454 | -47376 | -1412266 | -1043555 | -332774 |
Profit Factor | 3.6344 | 5.0427 | 1.1173 | 1.0276 | 1.2091 | 0.661 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44.5545 | 43.1373 | 46 | 44.5545 | 43.1373 | 46 |
Ratio Avg Win / Avg Loss | 4.5228 | 6.6472 | 1.3116 | 1.2788 | 1.5938 | 0.776 |
Largest Winning Trade | 1435953 | 1435953 | 40032 | 1435953 | 1435953 | 123785 |
Largest Losing Trade | -55300 | -55300 | -47376 | -705663 | -705663 | -332774 |
Avg Bars in Trades | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Winners | 65 | 54 | 75 | 65 | 54 | 75 |
Avg Bars in Losers | 40 | 49 | 31 | 40 | 49 | 31 |
Bars Traded | 5240 | 2656 | 2584 | 5240 | 2656 | 2584 |
Profit Streak | 14.179 | 14.5123 | 0 | 14.179 | 14.5123 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667918 | -161399 | -614996 | -497299 | -258089 | -762388 |
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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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