Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152530.8572 | 1134163.7499 | 18367.1073 | 1282724.5479 | 1818358.0001 | -535633.4523 |
Total P&L (%) | 1152.5309 | 1134.1638 | 18.3671 | 1282.7245 | 1818.358 | -535.6335 |
Avg Daily Profit (%) | 0.631 | 0.6209 | 0.0101 | 0.1439 | 0.1619 | 0 |
Buy And Hold Return (%) | 732.0204 | 732.0204 | 732.0204 | 732.0204 | 732.0204 | 732.0204 |
Max Trade Drawdown | -140613 | -88069 | -86195 | -3041103 | -1768363 | -1681716 |
Profit Factor | 2.8134 | 4.5938 | 1.0574 | 1.1872 | 1.4966 | 0.8321 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 48.5149 | 48 | 49.0196 | 48.5149 | 48 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.9856 | 4.9766 | 1.0997 | 1.2599 | 1.6213 | 0.8654 |
Largest Winning Trade | 577973 | 577973 | 70033 | 2569341 | 2569341 | 542168 |
Largest Losing Trade | -52594 | -52594 | -43589 | -661035 | -661035 | -605783 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 3538 | 1639 | 1899 | 3538 | 1639 | 1899 |
Profit Streak | 69.4116 | 101.4116 | 69.4116 | 69.4116 | 101.4116 | 69.4116 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305565 | -170635 | -682029 | -22525 | -173429 | -760245 |
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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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