Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1977050.8881 | 1862845.9522 | 114204.9359 | -547706.4616 | 5186136.44 | -5733842.9016 |
Total P&L (%) | 1977.0509 | 1862.846 | 114.2049 | -547.7065 | 5186.1364 | -5733.8429 |
Avg Daily Profit (%) | 0.8551 | 0.8057 | 0.0494 | 0 | 0.1718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171290 | -74631 | -142040 | -12319137 | -5868951 | -9251296 |
Profit Factor | 3.6344 | 7.5092 | 1.246 | 0.9877 | 1.2944 | 0.7872 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 67 | 30 | 37 | 68 | 30 | 38 |
Losing Trades | 48 | 28 | 20 | 47 | 28 | 19 |
Profitability (%) | 58.2609 | 51.7241 | 64.9123 | 59.1304 | 51.7241 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.6037 | 7.0086 | 0.6735 | 0.6827 | 1.2081 | 0.3936 |
Largest Winning Trade | 1570362 | 1570362 | 83527 | 6885305 | 6885305 | 3502155 |
Largest Losing Trade | -107132 | -34282 | -107132 | -6292556 | -2951654 | -6292556 |
Avg Bars in Trades | 38 | 27 | 49 | 38 | 27 | 49 |
Avg Bars in Winners | 44 | 32 | 54 | 43 | 34 | 51 |
Avg Bars in Losers | 30 | 22 | 41 | 31 | 20 | 47 |
Bars Traded | 4444 | 1607 | 2837 | 4444 | 1607 | 2837 |
Profit Streak | 0 | 0 | 13.3777 | 9.3777 | 10.3777 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 769808 | -157854 | -306375 | -578622 | -171053 | -758672 |
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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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