Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243502.7988 | 1222554.0568 | 20948.742 | 41047.5148 | -55532.4548 | 96579.9697 |
Total P&L (%) | 1243.5028 | 1222.5541 | 20.9487 | 41.0475 | -55.5325 | 96.58 |
Avg Daily Profit (%) | 0.5287 | 0.5198 | 0.0089 | 0.0146 | -0.0345 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195729 | -57585 | -194753 | -97536 | -115565 | -91398 |
Profit Factor | 2.9694 | 5.028 | 1.0639 | 1.0766 | 0.8101 | 1.3967 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 41.5842 | 41.1765 | 42 | 41.5842 | 41.1765 | 42 |
Ratio Avg Win / Avg Loss | 4.1713 | 7.1828 | 1.4692 | 1.5124 | 1.1573 | 1.9288 |
Largest Winning Trade | 1280144 | 1280144 | 60799 | 74073 | 72621 | 74073 |
Largest Losing Trade | -66625 | -28839 | -66625 | -50291 | -49676 | -50291 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 74 | 55 | 92 | 74 | 55 | 92 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 4361 | 1760 | 2601 | 4361 | 1760 | 2601 |
Profit Streak | 45.0166 | 53.5166 | 45.0166 | 45.0166 | 53.5166 | 45.0166 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542088 | -163492 | -519617 | -312061 | -761190 | -334877 |
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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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