Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397150.8363 | 1344685.6221 | 52465.2142 | 1801336.5132 | 2142866.9071 | -341530.3939 |
Total P&L (%) | 1397.1508 | 1344.6856 | 52.4652 | 1801.3365 | 2142.8669 | -341.5304 |
Avg Daily Profit (%) | 0.5584 | 0.5374 | 0.021 | 0.1178 | 0.1244 | 0 |
Buy And Hold Return (%) | 473.5221 | 473.5221 | 473.5221 | 473.5221 | 473.5221 | 473.5221 |
Max Trade Drawdown | -157145 | -134618 | -83240 | -8477034 | -6656018 | -4505332 |
Profit Factor | 3.0706 | 4.3877 | 1.1888 | 1.0963 | 1.1936 | 0.9552 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 43.75 | 42.8571 | 44.6429 | 43.75 | 42.8571 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.9479 | 5.8502 | 1.4742 | 1.4096 | 1.5914 | 1.1845 |
Largest Winning Trade | 1090121 | 1090121 | 47477 | 7583303 | 7583303 | 1578058 |
Largest Losing Trade | -36311 | -36311 | -33119 | -2662501 | -2662501 | -2569217 |
Avg Bars in Trades | 86 | 119 | 54 | 86 | 119 | 54 |
Avg Bars in Winners | 120 | 176 | 66 | 120 | 176 | 66 |
Avg Bars in Losers | 60 | 75 | 44 | 60 | 75 | 44 |
Bars Traded | 9706 | 6666 | 3040 | 9706 | 6666 | 3040 |
Profit Streak | 88.6349 | 119.8849 | 88.6349 | 88.6349 | 119.8849 | 88.6349 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469485 | -166467 | -525011 | -153063 | -216270 | -760691 |
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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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