Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075952.0276 | 959007.1273 | 116944.9004 | 9565399.9048 | 4717861.9271 | 4847537.9777 |
Total P&L (%) | 1075.952 | 959.0071 | 116.9449 | 9565.3999 | 4717.8619 | 4847.538 |
Avg Daily Profit (%) | 0.5895 | 0.5254 | 0.0641 | 0.2507 | 0.2125 | 0.214 |
Buy And Hold Return (%) | 951.9282 | 951.9282 | 951.9282 | 951.9282 | 951.9282 | 951.9282 |
Max Trade Drawdown | -107397 | -113293 | -75062 | -8349238 | -8561432 | -4673110 |
Profit Factor | 2.6707 | 3.5899 | 1.4272 | 1.2891 | 1.2225 | 1.4079 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 55.5556 | 51.8519 | 59.2593 | 55.5556 | 51.8519 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.1365 | 3.3334 | 0.9812 | 1.0313 | 1.1352 | 0.968 |
Largest Winning Trade | 261134 | 261134 | 50741 | 4377540 | 4377540 | 1434505 |
Largest Losing Trade | -58657 | -58657 | -35830 | -6103034 | -6103034 | -2682532 |
Avg Bars in Trades | 48 | 57 | 38 | 48 | 57 | 38 |
Avg Bars in Winners | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Losers | 48 | 56 | 39 | 48 | 56 | 39 |
Bars Traded | 5200 | 3122 | 2078 | 5200 | 3122 | 2078 |
Profit Streak | 42.3514 | 110.0181 | 42.3514 | 42.3514 | 110.0181 | 42.3514 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106788 | -324346 | -452269 | 377403 | -172078 | -172341 |
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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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