Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2003852.0895 | 1914036.4319 | 89815.6576 | 5807142.5322 | 2188567.9503 | 3618574.5819 |
Total P&L (%) | 2003.8521 | 1914.0364 | 89.8157 | 5807.1425 | 2188.568 | 3618.5746 |
Avg Daily Profit (%) | 0.8885 | 0.8487 | 0.0398 | 0.181 | 0.1389 | 0.1605 |
Buy And Hold Return (%) | 350.4823 | 350.4823 | 350.4823 | 350.4823 | 350.4823 | 350.4823 |
Max Trade Drawdown | -132570 | -70230 | -135891 | -5585650 | -5383760 | -3736336 |
Profit Factor | 4.0523 | 7.1949 | 1.2584 | 1.2338 | 1.1582 | 1.3289 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.4851 | 52.9412 | 50 | 51.4851 | 52.9412 | 50 |
Ratio Avg Win / Avg Loss | 3.8185 | 6.3955 | 1.2584 | 1.1627 | 1.0295 | 1.3289 |
Largest Winning Trade | 1341831 | 1341831 | 66204 | 4959755 | 4959755 | 2663257 |
Largest Losing Trade | -51574 | -48119 | -51574 | -2826434 | -2826434 | -1448493 |
Avg Bars in Trades | 84 | 75 | 94 | 84 | 75 | 94 |
Avg Bars in Winners | 117 | 100 | 135 | 117 | 100 | 135 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 8582 | 3856 | 4726 | 8582 | 3856 | 4726 |
Profit Streak | 0 | 0 | 154.5159 | 0 | 0 | 154.5159 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 718167 | -158963 | -484357 | 288592 | -233824 | -170742 |
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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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