Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7121840.1601 | 7195108.6675 | -73268.5074 | 135101.1419 | 1306402.9535 | -1171301.8116 |
Total P&L (%) | 7121.8402 | 7195.1087 | -73.2685 | 135.1011 | 1306.403 | -1171.3018 |
Avg Daily Profit (%) | 3.0184 | 3.0494 | -0.0311 | 0.0362 | 0.1121 | 0 |
Buy And Hold Return (%) | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 | 466.8321 |
Max Trade Drawdown | -286974 | -228005 | -122765 | -4860434 | -3586228 | -1360833 |
Profit Factor | 11.5643 | 16.6319 | 0.6574 | 1.0233 | 1.3148 | 0.2943 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 46.4646 | 38.7755 | 54 | 46.4646 | 38.7755 | 54 |
Ratio Avg Win / Avg Loss | 13.324 | 26.2609 | 0.56 | 1.179 | 2.076 | 0.2507 |
Largest Winning Trade | 7149511 | 7149511 | 13394 | 4528334 | 4528334 | 159351 |
Largest Losing Trade | -68381 | -68381 | -27209 | -1796611 | -1796611 | -847375 |
Avg Bars in Trades | 82 | 156 | 9 | 82 | 156 | 9 |
Avg Bars in Winners | 70 | 154 | 11 | 70 | 154 | 11 |
Avg Bars in Losers | 92 | 157 | 8 | 92 | 157 | 8 |
Bars Traded | 8163 | 7664 | 499 | 8163 | 7664 | 499 |
Profit Streak | 152.0502 | 152.0502 | 154.8002 | 152.0502 | 152.0502 | 154.8002 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 858987 | 718301 | -759072 | -504976 | -48616 | -759072 |
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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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