Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006394.0138 | 880960.6811 | 125433.3326 | 4463689.2033 | 4470060.5487 | -6371.3454 |
Total P&L (%) | 1006.394 | 880.9607 | 125.4333 | 4463.6892 | 4470.0605 | -6.3713 |
Avg Daily Profit (%) | 0.4352 | 0.3809 | 0.0542 | 0.1653 | 0.1654 | -0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151140 | -99474 | -104289 | -10274580 | -7655569 | -4189725 |
Profit Factor | 2.2481 | 3.1028 | 1.3238 | 1.1457 | 1.2472 | 0.9995 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 52.381 | 49.0566 | 55.7692 | 52.381 | 49.0566 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.0438 | 3.2221 | 1.0499 | 1.0416 | 1.2951 | 0.7927 |
Largest Winning Trade | 225106 | 225106 | 79923 | 4927146 | 4927146 | 2060551 |
Largest Losing Trade | -50606 | -35621 | -50606 | -2760635 | -2760635 | -1945422 |
Avg Bars in Trades | 123 | 102 | 145 | 123 | 102 | 145 |
Avg Bars in Winners | 169 | 128 | 206 | 169 | 128 | 206 |
Avg Bars in Losers | 73 | 77 | 68 | 73 | 77 | 68 |
Bars Traded | 13016 | 5449 | 7567 | 13016 | 5449 | 7567 |
Profit Streak | 61.2211 | 61.2211 | 307.8878 | 61.2211 | 61.2211 | 307.8878 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589081 | -163934 | -298200 | -50450 | -171943 | -758718 |
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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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