Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393388.7473 | 1293072.1303 | 100316.617 | 9309798.6813 | 10949418.4269 | -1639619.7456 |
Total P&L (%) | 1393.3887 | 1293.0721 | 100.3166 | 9309.7987 | 10949.4184 | -1639.6197 |
Avg Daily Profit (%) | 0.7632 | 0.7083 | 0.0549 | 0.2492 | 0.258 | 0 |
Buy And Hold Return (%) | 794.837 | 794.837 | 794.837 | 794.837 | 794.837 | 794.837 |
Max Trade Drawdown | -97832 | -63799 | -69464 | -12997563 | -7739082 | -7488543 |
Profit Factor | 3.4341 | 6.0736 | 1.3159 | 1.2006 | 1.5531 | 0.9384 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 43.4343 | 44.898 | 42 | 43.4343 | 44.898 | 42 |
Ratio Avg Win / Avg Loss | 4.4723 | 7.454 | 1.8171 | 1.5636 | 1.9061 | 1.2959 |
Largest Winning Trade | 599205 | 599205 | 76167 | 11790955 | 11790955 | 5029679 |
Largest Losing Trade | -30404 | -30404 | -23654 | -4491739 | -3505922 | -4491739 |
Avg Bars in Trades | 107 | 100 | 113 | 107 | 100 | 113 |
Avg Bars in Winners | 171 | 146 | 198 | 171 | 146 | 198 |
Avg Bars in Losers | 57 | 63 | 52 | 57 | 63 | 52 |
Bars Traded | 10620 | 4936 | 5684 | 10620 | 4936 | 5684 |
Profit Streak | 25.6171 | 27.2838 | 25.6171 | 25.6171 | 27.2838 | 25.6171 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346163 | 366720 | -466652 | 279994 | 357424 | -761735 |
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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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