Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1935470.0712 | 1927832.8236 | 7637.2476 | 9615724.4112 | 16734225.9354 | -7118501.5242 |
Total P&L (%) | 1935.4701 | 1927.8328 | 7.6372 | 9615.7244 | 16734.2259 | -7118.5015 |
Avg Daily Profit (%) | 1.0357 | 1.0317 | 0.0041 | 0.2452 | 0.2747 | 0 |
Buy And Hold Return (%) | 8090.8017 | 8090.8017 | 8090.8017 | 8090.8017 | 8090.8017 | 8090.8017 |
Max Trade Drawdown | -113688 | -72958 | -144535 | -12223836 | -4536743 | -12493339 |
Profit Factor | 4.7623 | 9.8622 | 1.0257 | 1.3268 | 2.4347 | 0.5991 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 52.2222 | 51.1111 | 53.3333 | 52.2222 | 51.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.357 | 9.4334 | 0.8975 | 1.2139 | 2.3289 | 0.5242 |
Largest Winning Trade | 1279324 | 1279324 | 61438 | 9642978 | 9642978 | 2068819 |
Largest Losing Trade | -36251 | -27393 | -36251 | -2546244 | -2297965 | -2546244 |
Avg Bars in Trades | 119 | 125 | 114 | 119 | 125 | 114 |
Avg Bars in Winners | 166 | 190 | 143 | 166 | 190 | 143 |
Avg Bars in Losers | 69 | 56 | 81 | 69 | 56 | 81 |
Bars Traded | 10778 | 5628 | 5150 | 10778 | 5628 | 5150 |
Profit Streak | 157.983 | 218.1497 | 157.983 | 157.983 | 218.1497 | 157.983 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142817 | -142290 | -545182 | -96499 | 305065 | -578927 |
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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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