Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270807.8784 | 1146878.3303 | 123929.5481 | 6392996.4208 | 1353095.3873 | 5039901.0335 |
Total P&L (%) | 1270.8079 | 1146.8783 | 123.9295 | 6392.9964 | 1353.0954 | 5039.901 |
Avg Daily Profit (%) | 0.6776 | 0.6116 | 0.0661 | 0.2228 | 0.1428 | 0.2103 |
Buy And Hold Return (%) | 252.5778 | 252.5778 | 252.5778 | 252.5778 | 252.5778 | 252.5778 |
Max Trade Drawdown | -63630 | -79303 | -39207 | -2891454 | -3057214 | -1644975 |
Profit Factor | 4.007 | 6.0533 | 1.6334 | 1.4071 | 1.1484 | 1.7654 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 44.2308 | 42.3077 | 46.1538 | 44.2308 | 42.3077 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.0523 | 8.2545 | 1.9056 | 1.7742 | 1.566 | 2.0596 |
Largest Winning Trade | 794172 | 794172 | 56477 | 1930907 | 1930907 | 1897340 |
Largest Losing Trade | -20234 | -20234 | -19491 | -1349233 | -1349233 | -780230 |
Avg Bars in Trades | 103 | 94 | 112 | 103 | 94 | 112 |
Avg Bars in Winners | 161 | 137 | 183 | 161 | 137 | 183 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 10780 | 4935 | 5845 | 10780 | 4935 | 5845 |
Profit Streak | 21.5323 | 113.0323 | 21.5323 | 21.5323 | 113.0323 | 21.5323 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610466 | -163315 | -448380 | 329945 | -240882 | -169527 |
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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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