Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283562.3207 | 1207213.2483 | 76349.0724 | 4915957.7799 | 5681588.6626 | -765630.8827 |
Total P&L (%) | 1283.5623 | 1207.2132 | 76.3491 | 4915.9578 | 5681.5887 | -765.6309 |
Avg Daily Profit (%) | 0.7051 | 0.6632 | 0.0419 | 0.2153 | 0.2231 | 0 |
Buy And Hold Return (%) | 632.0408 | 632.0408 | 632.0408 | 632.0408 | 632.0408 | 632.0408 |
Max Trade Drawdown | -102739 | -75464 | -69191 | -13578638 | -6726390 | -7674445 |
Profit Factor | 3.4404 | 6.1177 | 1.2632 | 1.1703 | 1.4787 | 0.955 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 41.3462 | 38.4615 | 44.2308 | 41.3462 | 38.4615 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.8805 | 9.7883 | 1.5927 | 1.6601 | 2.3658 | 1.2041 |
Largest Winning Trade | 631037 | 631037 | 76881 | 7843134 | 7843134 | 3846304 |
Largest Losing Trade | -31425 | -31425 | -29124 | -3451350 | -3451350 | -2507235 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 5361 | 2442 | 2919 | 5361 | 2442 | 2919 |
Profit Streak | 36.146 | 93.146 | 36.146 | 36.146 | 93.146 | 36.146 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384018 | -170146 | -482999 | -25545 | -172660 | -760419 |
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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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