Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359010.1816 | 1617476.8745 | -258466.6928 | -99965.1578 | 416806.0721 | -516771.2298 |
Total P&L (%) | 1359.0102 | 1617.4769 | -258.4667 | -99.9652 | 416.8061 | -516.7712 |
Avg Daily Profit (%) | 0.5868 | 0.6984 | -0.1116 | -0.3432 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -473160 | -263617 | -336913 | -749740 | -293905 | -586135 |
Profit Factor | 2.1336 | 4.2181 | 0.6288 | 0.9319 | 1.8183 | 0.4611 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 45 | 20 | 25 | 51 | 26 | 25 |
Losing Trades | 56 | 31 | 25 | 50 | 25 | 25 |
Profitability (%) | 44.5545 | 39.2157 | 50 | 50.4951 | 50.9804 | 50 |
Ratio Avg Win / Avg Loss | 2.6551 | 6.538 | 0.6288 | 0.9136 | 1.7484 | 0.4611 |
Largest Winning Trade | 1740058 | 1740058 | 69706 | 395346 | 395346 | 85374 |
Largest Losing Trade | -108036 | -69809 | -108036 | -325289 | -105121 | -325289 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 51 | 42 | 58 | 48 | 43 | 53 |
Avg Bars in Losers | 37 | 39 | 34 | 39 | 38 | 39 |
Bars Traded | 4409 | 2090 | 2319 | 4409 | 2090 | 2319 |
Profit Streak | 42.9885 | 42.9885 | 67.9885 | 42.9885 | 42.9885 | 67.9885 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523440 | -164177 | -760274 | -579457 | -274139 | -760274 |
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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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