Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1979610.856 | 1840026.2566 | 139584.5993 | 4229152.5433 | -576573.6574 | 4805726.2007 |
Total P&L (%) | 1979.6109 | 1840.0263 | 139.5846 | 4229.1525 | -576.5737 | 4805.7262 |
Avg Daily Profit (%) | 1.0704 | 0.995 | 0.0755 | 0.204 | 0 | 0.2107 |
Buy And Hold Return (%) | 55.5218 | 55.5218 | 55.5218 | 55.5218 | 55.5218 | 55.5218 |
Max Trade Drawdown | -119990 | -121975 | -43947 | -14783414 | -12769274 | -4168195 |
Profit Factor | 5.1471 | 8.0332 | 1.647 | 1.1073 | 0.9741 | 1.2801 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 43.6893 | 38.4615 | 49.0196 | 43.6893 | 38.4615 | 49.0196 |
Ratio Avg Win / Avg Loss | 6.634 | 12.8532 | 1.7129 | 1.4272 | 1.5585 | 1.3313 |
Largest Winning Trade | 1693834 | 1693834 | 63002 | 9061390 | 9061390 | 5386126 |
Largest Losing Trade | -27433 | -27433 | -24494 | -2828437 | -2828437 | -2035002 |
Avg Bars in Trades | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Winners | 74 | 77 | 72 | 74 | 77 | 72 |
Avg Bars in Losers | 34 | 44 | 21 | 34 | 44 | 21 |
Bars Traded | 5340 | 2978 | 2362 | 5340 | 2978 | 2362 |
Profit Streak | 29.7965 | 29.7965 | 76.7965 | 29.7965 | 29.7965 | 76.7965 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 724579 | -162138 | -272471 | -95554 | -762002 | -171787 |
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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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