Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304040.7737 | 1244712.9964 | 59327.7773 | 3739005.7127 | 3151759.7531 | 587245.9597 |
Total P&L (%) | 1304.0408 | 1244.713 | 59.3278 | 3739.0057 | 3151.7598 | 587.246 |
Avg Daily Profit (%) | 0.718 | 0.6854 | 0.0327 | 0.2011 | 0.1919 | 0.1062 |
Buy And Hold Return (%) | 678.2038 | 678.2038 | 678.2038 | 678.2038 | 678.2038 | 678.2038 |
Max Trade Drawdown | -92089 | -102044 | -62427 | -1557711 | -1377056 | -1366219 |
Profit Factor | 3.691 | 5.8304 | 1.2615 | 1.4185 | 1.6424 | 1.1458 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 40.1961 | 37.2549 | 43.1373 | 40.1961 | 37.2549 | 43.1373 |
Ratio Avg Win / Avg Loss | 5.4915 | 9.8195 | 1.6628 | 2.1105 | 2.7662 | 1.5103 |
Largest Winning Trade | 612455 | 612455 | 76631 | 1740176 | 1740176 | 1067181 |
Largest Losing Trade | -40331 | -40331 | -35559 | -922178 | -898870 | -922178 |
Avg Bars in Trades | 102 | 124 | 79 | 102 | 124 | 79 |
Avg Bars in Winners | 157 | 205 | 116 | 157 | 205 | 116 |
Avg Bars in Losers | 64 | 76 | 51 | 64 | 76 | 51 |
Bars Traded | 10416 | 6358 | 4057 | 10416 | 6358 | 4057 |
Profit Streak | 15.6974 | 0 | 20.364 | 15.6974 | 0 | 20.364 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321689 | -172408 | -496239 | 216497 | -175580 | -457815 |
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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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