Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2417591.5017 | 2412930.1029 | 4661.3987 | 351524.8175 | -64292.8644 | 415817.6819 |
Total P&L (%) | 2417.5915 | 2412.9301 | 4.6614 | 351.5248 | -64.2929 | 415.8177 |
Avg Daily Profit (%) | 1.3468 | 1.3443 | 0.0026 | 0.084 | -0.0574 | 0.0914 |
Buy And Hold Return (%) | 393.5838 | 393.5838 | 393.5838 | 393.5838 | 393.5838 | 393.5838 |
Max Trade Drawdown | -291716 | -289919 | -37159 | -27011717 | -26529310 | -859956 |
Profit Factor | 4.7153 | 5.5681 | 1.0381 | 1.0111 | 0.9978 | 1.1661 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 49.5238 | 44.2308 | 54.717 | 49.5238 | 44.2308 | 54.717 |
Ratio Avg Win / Avg Loss | 4.806 | 7.0206 | 0.8591 | 1.0305 | 1.2581 | 0.9651 |
Largest Winning Trade | 1942944 | 1942944 | 21077 | 14192881 | 14192881 | 858881 |
Largest Losing Trade | -47796 | -47796 | -22034 | -6120393 | -6120393 | -792257 |
Avg Bars in Trades | 65 | 123 | 8 | 65 | 123 | 8 |
Avg Bars in Winners | 63 | 130 | 9 | 63 | 130 | 9 |
Avg Bars in Losers | 67 | 116 | 8 | 67 | 116 | 8 |
Bars Traded | 6873 | 6402 | 471 | 6873 | 6402 | 471 |
Profit Streak | 5.8489 | 9.0989 | 5.8489 | 5.8489 | 9.0989 | 5.8489 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789155 | -159914 | -713919 | -453632 | -760295 | -437026 |
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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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