Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1288536.903 | 1186602.6748 | 101934.2282 | 1408195.1626 | 358676.5972 | 1049518.5653 |
Total P&L (%) | 1288.5369 | 1186.6027 | 101.9342 | 1408.1952 | 358.6766 | 1049.5186 |
Avg Daily Profit (%) | 0.6919 | 0.6372 | 0.0547 | 0.1458 | 0.0818 | 0.1312 |
Buy And Hold Return (%) | 71.2213 | 71.2213 | 71.2213 | 71.2213 | 71.2213 | 71.2213 |
Max Trade Drawdown | -116341 | -123589 | -68117 | -1497964 | -1812369 | -521707 |
Profit Factor | 3.1239 | 4.4828 | 1.3832 | 1.2141 | 1.0876 | 1.423 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 54.4554 | 52.9412 | 56 | 54.4554 | 52.9412 | 56 |
Ratio Avg Win / Avg Loss | 2.6127 | 3.9847 | 1.0868 | 1.0154 | 0.9667 | 1.1181 |
Largest Winning Trade | 1038956 | 1038956 | 66087 | 1308180 | 1308180 | 535206 |
Largest Losing Trade | -40453 | -40453 | -32840 | -766491 | -766491 | -379190 |
Avg Bars in Trades | 104 | 85 | 124 | 104 | 85 | 124 |
Avg Bars in Winners | 128 | 102 | 154 | 128 | 102 | 154 |
Avg Bars in Losers | 76 | 65 | 87 | 76 | 65 | 87 |
Bars Traded | 10576 | 4336 | 6240 | 10576 | 4336 | 6240 |
Profit Streak | 37.8489 | 37.8489 | 54.8489 | 37.8489 | 37.8489 | 54.8489 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 721674 | -159939 | -329145 | 123093 | -390027 | -194904 |
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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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