Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002877.8104 | 908865.0659 | 94012.7445 | 4789983.6727 | 2456518.926 | 2333464.7466 |
Total P&L (%) | 1002.8778 | 908.8651 | 94.0127 | 4789.9837 | 2456.5189 | 2333.4647 |
Avg Daily Profit (%) | 0.5529 | 0.5011 | 0.0518 | 0.2147 | 0.1789 | 0.1761 |
Buy And Hold Return (%) | 540.7368 | 540.7368 | 540.7368 | 540.7368 | 540.7368 | 540.7368 |
Max Trade Drawdown | -114297 | -96351 | -76623 | -6871031 | -5032453 | -2888062 |
Profit Factor | 2.4124 | 3.6082 | 1.26 | 1.2621 | 1.2743 | 1.2505 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 52.2124 | 47.3684 | 57.1429 | 52.2124 | 47.3684 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2079 | 4.0092 | 0.945 | 1.1552 | 1.4159 | 0.9378 |
Largest Winning Trade | 328324 | 328324 | 40758 | 2649663 | 2649663 | 1748620 |
Largest Losing Trade | -47637 | -45961 | -47637 | -2592003 | -2592003 | -1901403 |
Avg Bars in Trades | 93 | 110 | 75 | 93 | 110 | 75 |
Avg Bars in Winners | 105 | 123 | 89 | 105 | 123 | 89 |
Avg Bars in Losers | 79 | 98 | 57 | 79 | 98 | 57 |
Bars Traded | 10523 | 6277 | 4246 | 10523 | 6277 | 4246 |
Profit Streak | 71.679 | 77.679 | 71.679 | 71.679 | 77.679 | 71.679 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354844 | -171340 | -469465 | 362891 | -173664 | -174156 |
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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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