Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758267.8631 | 1711612.8573 | 46655.0059 | 7682587.6881 | 6053075.0464 | 1629512.6417 |
Total P&L (%) | 1758.2679 | 1711.6129 | 46.655 | 7682.5877 | 6053.075 | 1629.5126 |
Avg Daily Profit (%) | 0.8608 | 0.8379 | 0.0228 | 0.2134 | 0.2019 | 0.1396 |
Buy And Hold Return (%) | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 | 3249.6169 |
Max Trade Drawdown | -162713 | -102331 | -114307 | -3563156 | -2799957 | -1101647 |
Profit Factor | 3.4071 | 5.0444 | 1.1518 | 1.9688 | 2.2318 | 1.5402 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 53.4653 | 47.0588 | 60 | 53.4653 | 47.0588 | 60 |
Ratio Avg Win / Avg Loss | 2.9654 | 5.675 | 0.7679 | 1.7136 | 2.5108 | 1.0268 |
Largest Winning Trade | 718731 | 718731 | 51344 | 3143532 | 3143532 | 1015130 |
Largest Losing Trade | -75337 | -75337 | -58218 | -1482975 | -1482975 | -1101647 |
Avg Bars in Trades | 118 | 199 | 36 | 118 | 199 | 36 |
Avg Bars in Winners | 131 | 256 | 32 | 131 | 256 | 32 |
Avg Bars in Losers | 103 | 149 | 41 | 103 | 149 | 41 |
Bars Traded | 11993 | 10193 | 1800 | 11993 | 10193 | 1800 |
Profit Streak | 446.9589 | 454.2923 | 446.9589 | 446.9589 | 454.2923 | 446.9589 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143987 | -324989 | -561472 | 341541 | -175740 | -348601 |
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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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