Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2529887.7226 | 2488469.1628 | 41418.5598 | 788092.2458 | 2348822.422 | -1560730.1762 |
Total P&L (%) | 2529.8877 | 2488.4692 | 41.4186 | 788.0922 | 2348.8224 | -1560.7302 |
Avg Daily Profit (%) | 1.0933 | 1.0754 | 0.0179 | 0.0944 | 0.1383 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170150 | -159227 | -115554 | -4116155 | -2374864 | -2170430 |
Profit Factor | 4.3437 | 7.6606 | 1.1081 | 1.0902 | 1.5896 | 0.6716 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 30.8176 | 28.75 | 32.9114 | 30.8176 | 28.75 | 32.9114 |
Ratio Avg Win / Avg Loss | 9.7512 | 18.985 | 2.2589 | 2.4474 | 3.9394 | 1.369 |
Largest Winning Trade | 2303287 | 2303287 | 80614 | 3159590 | 3159590 | 483366 |
Largest Losing Trade | -42625 | -42625 | -33952 | -1238215 | -1079317 | -1238215 |
Avg Bars in Trades | 53 | 47 | 60 | 53 | 47 | 60 |
Avg Bars in Winners | 129 | 114 | 141 | 129 | 114 | 141 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 8577 | 3801 | 4776 | 8577 | 3801 | 4776 |
Profit Streak | 13.7102 | 15.4602 | 0 | 13.7102 | 15.4602 | 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 | 529464 | -10229 | -305098 | -192705 | -37179 | -612715 |
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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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