Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710900.3086 | 1559226.8103 | 151673.4982 | 15528880.1015 | 4462068.134 | 11066811.9676 |
Total P&L (%) | 1710.9003 | 1559.2268 | 151.6735 | 15528.8801 | 4462.0681 | 11066.812 |
Avg Daily Profit (%) | 0.7535 | 0.6867 | 0.0668 | 0.2227 | 0.1684 | 0.2079 |
Buy And Hold Return (%) | 514.4849 | 514.4849 | 514.4849 | 514.4849 | 514.4849 | 514.4849 |
Max Trade Drawdown | -84632 | -37295 | -104846 | -6129636 | -7327555 | -4467577 |
Profit Factor | 4.1492 | 6.9234 | 1.5416 | 1.4084 | 1.1941 | 1.7362 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 56.1798 | 52.2727 | 60 | 56.1798 | 52.2727 | 60 |
Ratio Avg Win / Avg Loss | 3.2363 | 6.3214 | 1.0277 | 1.0986 | 1.0903 | 1.1575 |
Largest Winning Trade | 1122942 | 1122942 | 60930 | 6209441 | 6209441 | 3699835 |
Largest Losing Trade | -57028 | -27595 | -57028 | -4498566 | -4498566 | -4467577 |
Avg Bars in Trades | 48 | 56 | 41 | 48 | 56 | 41 |
Avg Bars in Winners | 59 | 75 | 45 | 59 | 75 | 45 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 4350 | 2496 | 1854 | 4350 | 2496 | 1854 |
Profit Streak | 17.7001 | 0 | 29.2001 | 17.7001 | 0 | 29.2001 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674034 | 647832 | -266052 | 381018 | 39922 | 438762 |
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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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