Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2444661.5316 | 2424619.4251 | 20042.1065 | 1037324.0548 | 2440197.8576 | -1402873.8029 |
Total P&L (%) | 2444.6615 | 2424.6194 | 20.0421 | 1037.3241 | 2440.1979 | -1402.8738 |
Avg Daily Profit (%) | 1.1734 | 1.1638 | 0.0096 | 0.1168 | 0.1554 | 0 |
Buy And Hold Return (%) | 287.6098 | 287.6098 | 287.6098 | 287.6098 | 287.6098 | 287.6098 |
Max Trade Drawdown | -160956 | -100650 | -88221 | -5726320 | -4162207 | -2512184 |
Profit Factor | 4.6768 | 7.3062 | 1.0715 | 1.0784 | 1.306 | 0.7333 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 50.4673 | 45.283 | 55.5556 | 50.4673 | 45.283 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.5902 | 8.8283 | 0.8572 | 1.0584 | 1.5781 | 0.5866 |
Largest Winning Trade | 2308616 | 2308616 | 54329 | 6287630 | 6287630 | 497284 |
Largest Losing Trade | -36061 | -32711 | -36061 | -1583520 | -1310720 | -1583520 |
Avg Bars in Trades | 223 | 340 | 110 | 223 | 340 | 110 |
Avg Bars in Winners | 283 | 493 | 114 | 283 | 493 | 114 |
Avg Bars in Losers | 163 | 213 | 104 | 163 | 213 | 104 |
Bars Traded | 23967 | 18022 | 5945 | 23967 | 18022 | 5945 |
Profit Streak | 0 | 123.9012 | 0 | 0 | 123.9012 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 770156 | -159313 | -668661 | -173237 | -172435 | -760113 |
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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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