Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240446.157 | 2195530.8609 | 44915.2961 | 2305889.2016 | 7504497.4592 | -5198608.2576 |
Total P&L (%) | 2240.4462 | 2195.5309 | 44.9153 | 2305.8892 | 7504.4975 | -5198.6083 |
Avg Daily Profit (%) | 1.0132 | 0.9929 | 0.0203 | 0.1439 | 0.1961 | 0 |
Buy And Hold Return (%) | 706.162 | 706.162 | 706.162 | 706.162 | 706.162 | 706.162 |
Max Trade Drawdown | -183357 | -86666 | -141013 | -7395952 | -1613505 | -6308873 |
Profit Factor | 4.5647 | 9.5029 | 1.1213 | 1.1617 | 2.664 | 0.4667 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 43.4343 | 46.9388 | 40 | 43.4343 | 46.9388 | 40 |
Ratio Avg Win / Avg Loss | 5.9448 | 10.7424 | 1.6819 | 1.5129 | 3.0114 | 0.7 |
Largest Winning Trade | 1918807 | 1918807 | 56237 | 7551634 | 7551634 | 1270049 |
Largest Losing Trade | -67214 | -52981 | -67214 | -5340326 | -1380093 | -5340326 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 107 | 99 | 118 | 107 | 99 | 118 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 6503 | 3017 | 3486 | 6503 | 3017 | 3486 |
Profit Streak | 7.7474 | 0 | 12.4141 | 7.7474 | 0 | 12.4141 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585227 | 639119 | -600819 | -46486 | 431691 | -764105 |
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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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