Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414792.5374 | 1254515.9596 | 160276.5778 | 21152732.0925 | 8002716.9821 | 13150015.1104 |
Total P&L (%) | 1414.7925 | 1254.516 | 160.2766 | 21152.7321 | 8002.717 | 13150.0151 |
Avg Daily Profit (%) | 0.5644 | 0.5005 | 0.0639 | 0.214 | 0.1755 | 0.1951 |
Buy And Hold Return (%) | 423.1788 | 423.1788 | 423.1788 | 423.1788 | 423.1788 | 423.1788 |
Max Trade Drawdown | -103595 | -49320 | -66641 | -18134608 | -12665077 | -10144622 |
Profit Factor | 4.1784 | 7.7513 | 1.6181 | 1.3503 | 1.2476 | 1.4684 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 47.5248 | 45.098 | 50 | 47.5248 | 45.098 | 50 |
Ratio Avg Win / Avg Loss | 4.6137 | 9.4363 | 1.6181 | 1.4909 | 1.5189 | 1.4684 |
Largest Winning Trade | 727341 | 727341 | 59951 | 13555710 | 13555710 | 11102002 |
Largest Losing Trade | -45612 | -21123 | -45612 | -4851085 | -4587942 | -4851085 |
Avg Bars in Trades | 72 | 61 | 82 | 72 | 61 | 82 |
Avg Bars in Winners | 112 | 97 | 126 | 112 | 97 | 126 |
Avg Bars in Losers | 35 | 32 | 39 | 35 | 32 | 39 |
Bars Traded | 7294 | 3158 | 4136 | 7294 | 3158 | 4136 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534425 | -165970 | -450322 | 282773 | -173258 | -170946 |
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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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