Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182750.8691 | 1100356.7168 | 82394.1523 | 407994.6156 | 1222143.8805 | -814149.2649 |
Total P&L (%) | 1182.7509 | 1100.3567 | 82.3942 | 407.9946 | 1222.1439 | -814.1493 |
Avg Daily Profit (%) | 0.4945 | 0.4601 | 0.0344 | 0.068 | 0.108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259041 | -151258 | -162534 | -9161798 | -7502157 | -4188692 |
Profit Factor | 2.4061 | 3.7655 | 1.1859 | 1.0184 | 1.1045 | 0.9219 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.8716 | 41.8182 | 50 | 45.8716 | 41.8182 | 50 |
Ratio Avg Win / Avg Loss | 2.8392 | 5.2389 | 1.1859 | 1.2018 | 1.5366 | 0.9219 |
Largest Winning Trade | 636134 | 636134 | 74418 | 5550075 | 5550075 | 2986458 |
Largest Losing Trade | -66083 | -42895 | -66083 | -3046035 | -3046035 | -2982015 |
Avg Bars in Trades | 85 | 79 | 91 | 85 | 79 | 91 |
Avg Bars in Winners | 122 | 123 | 122 | 122 | 123 | 122 |
Avg Bars in Losers | 53 | 48 | 60 | 53 | 48 | 60 |
Bars Traded | 9301 | 4366 | 4935 | 9301 | 4366 | 4935 |
Profit Streak | 33.4082 | 33.4082 | 44.1582 | 33.4082 | 33.4082 | 44.1582 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533442 | -165545 | -342439 | -302729 | -335584 | -760279 |
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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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