Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409272.05 | 1321277.9214 | 87994.1286 | 3945408.4461 | 4405516.3743 | -460107.9282 |
Total P&L (%) | 1409.2721 | 1321.2779 | 87.9941 | 3945.4084 | 4405.5164 | -460.1079 |
Avg Daily Profit (%) | 0.7763 | 0.7278 | 0.0485 | 0.204 | 0.21 | 0 |
Buy And Hold Return (%) | 589.3278 | 589.3278 | 589.3278 | 589.3278 | 589.3278 | 589.3278 |
Max Trade Drawdown | -77779 | -102099 | -42299 | -6362032 | -4209956 | -2675348 |
Profit Factor | 4.3888 | 7.1388 | 1.4386 | 1.2009 | 1.433 | 0.9514 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 30.0971 | 19.6078 | 40.3846 | 30.0971 | 19.6078 | 40.3846 |
Ratio Avg Win / Avg Loss | 10.1933 | 29.2692 | 2.1236 | 2.7893 | 5.8752 | 1.4044 |
Largest Winning Trade | 817666 | 817666 | 64794 | 7571282 | 7571282 | 2281741 |
Largest Losing Trade | -20730 | -20730 | -18584 | -1506599 | -1506599 | -1231031 |
Avg Bars in Trades | 49 | 44 | 55 | 49 | 44 | 55 |
Avg Bars in Winners | 118 | 161 | 97 | 118 | 161 | 97 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 5135 | 2263 | 2872 | 5135 | 2263 | 2872 |
Profit Streak | 41.4742 | 0 | 42.1409 | 41.4742 | 0 | 42.1409 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328110 | -218111 | -475155 | 55522 | -223782 | -762355 |
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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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