Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2309322.0341 | 2278166.4042 | 31155.6299 | -260397.926 | 643811.0842 | -904209.0102 |
Total P&L (%) | 2309.322 | 2278.1664 | 31.1556 | -260.3979 | 643.8111 | -904.209 |
Avg Daily Profit (%) | 1.0156 | 1.0019 | 0.0137 | 0 | 0.0883 | 0 |
Buy And Hold Return (%) | 151.5766 | 151.5766 | 151.5766 | 151.5766 | 151.5766 | 151.5766 |
Max Trade Drawdown | -157465 | -112918 | -125223 | -2560803 | -1203772 | -1703779 |
Profit Factor | 3.7409 | 6.8434 | 1.0688 | 0.9533 | 1.2503 | 0.6992 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 23 | 26 | 56 | 30 | 26 |
Losing Trades | 57 | 30 | 27 | 50 | 23 | 27 |
Profitability (%) | 46.2264 | 43.3962 | 49.0566 | 52.8302 | 56.6038 | 49.0566 |
Ratio Avg Win / Avg Loss | 4.3517 | 8.9262 | 1.1099 | 0.8512 | 0.9585 | 0.7261 |
Largest Winning Trade | 2040186 | 2040186 | 54599 | 772014 | 486151 | 772014 |
Largest Losing Trade | -105508 | -34286 | -105508 | -988688 | -988688 | -747312 |
Avg Bars in Trades | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Winners | 121 | 126 | 116 | 69 | 57 | 82 |
Avg Bars in Losers | 52 | 46 | 59 | 101 | 111 | 92 |
Bars Traded | 8938 | 4294 | 4644 | 8938 | 4294 | 4644 |
Profit Streak | 0 | 0 | 0 | 94.0067 | 154.7567 | 94.0067 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685412 | -160753 | -665553 | -578687 | -256375 | -760241 |
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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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