Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865939.6531 | 1911988.9767 | -46049.3236 | 28704.9055 | 441736.5186 | -413031.613 |
Total P&L (%) | 1865.9397 | 1911.989 | -46.0493 | 28.7049 | 441.7365 | -413.0316 |
Avg Daily Profit (%) | 0.8045 | 0.8243 | -0.0199 | 0.0109 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121325 | -103941 | -117266 | -742372 | -328466 | -533314 |
Profit Factor | 3.4836 | 6.3797 | 0.8837 | 1.016 | 1.577 | 0.5974 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 48.4848 | 48 | 48.9796 | 48.4848 | 48 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.7014 | 6.9113 | 0.9205 | 1.0795 | 1.7085 | 0.6223 |
Largest Winning Trade | 1886084 | 1886084 | 85908 | 455963 | 455963 | 175394 |
Largest Losing Trade | -56860 | -39451 | -56860 | -451355 | -160827 | -451355 |
Avg Bars in Trades | 42 | 35 | 50 | 42 | 35 | 50 |
Avg Bars in Winners | 67 | 53 | 82 | 67 | 53 | 82 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4248 | 1755 | 2492 | 4248 | 1755 | 2492 |
Profit Streak | 0 | 0 | 21.4725 | 0 | 0 | 21.4725 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 702274 | -159117 | -580528 | -384753 | -273591 | -580528 |
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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) |
---|