Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908062.3227 | 687211.4331 | 220850.8896 | 1217031.8098 | 6744712.9601 | -5527681.1503 |
Total P&L (%) | 908.0623 | 687.2114 | 220.8509 | 1217.0318 | 6744.713 | -5527.6812 |
Avg Daily Profit (%) | 0.3795 | 0.2872 | 0.0923 | 0.1078 | 0.1768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117794 | -75059 | -90467 | -11934429 | -1047953 | -11469469 |
Profit Factor | 2.444 | 3.857 | 1.5687 | 1.0562 | 3.5167 | 0.7085 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 64.4444 | 68.8889 | 60 | 64.4444 | 68.8889 | 60 |
Ratio Avg Win / Avg Loss | 1.3484 | 1.7419 | 1.0458 | 0.5827 | 1.5882 | 0.4724 |
Largest Winning Trade | 233782 | 233782 | 65781 | 2807317 | 1328253 | 2807317 |
Largest Losing Trade | -90467 | -54992 | -90467 | -11469469 | -625115 | -11469469 |
Avg Bars in Trades | 51 | 32 | 70 | 51 | 32 | 70 |
Avg Bars in Winners | 54 | 30 | 83 | 54 | 30 | 83 |
Avg Bars in Losers | 45 | 39 | 50 | 45 | 39 | 50 |
Bars Traded | 4633 | 1479 | 3153 | 4633 | 1479 | 3153 |
Profit Streak | 2.4219 | 58.9219 | 2.4219 | 2.4219 | 58.9219 | 2.4219 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514741 | 707407 | -68326 | -207809 | 664441 | -581103 |
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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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