Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864459.8176 | 1678814.1888 | 185645.6288 | 8170304.63 | -1073416.9841 | 9243721.6141 |
Total P&L (%) | 1864.4598 | 1678.8142 | 185.6456 | 8170.3046 | -1073.417 | 9243.7216 |
Avg Daily Profit (%) | 1.0063 | 0.9061 | 0.1002 | 0.2386 | 0 | 0.2452 |
Buy And Hold Return (%) | 63.9098 | 63.9098 | 63.9098 | 63.9098 | 63.9098 | 63.9098 |
Max Trade Drawdown | -61269 | -62772 | -34170 | -5566537 | -6600403 | -3805854 |
Profit Factor | 6.4737 | 9.4747 | 2.3026 | 1.2773 | 0.9362 | 1.7321 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 42.5743 | 33.3333 | 52 | 42.5743 | 33.3333 | 52 |
Ratio Avg Win / Avg Loss | 8.732 | 18.9494 | 2.1255 | 1.7229 | 1.8725 | 1.5988 |
Largest Winning Trade | 1556376 | 1556376 | 59433 | 5008224 | 5008224 | 3406607 |
Largest Losing Trade | -18685 | -18685 | -13354 | -1890887 | -1890887 | -1412256 |
Avg Bars in Trades | 103 | 75 | 131 | 103 | 75 | 131 |
Avg Bars in Winners | 195 | 169 | 213 | 195 | 169 | 213 |
Avg Bars in Losers | 34 | 28 | 42 | 34 | 28 | 42 |
Bars Traded | 10413 | 3857 | 6556 | 10413 | 3857 | 6556 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693158 | -164750 | -237819 | 244978 | -764537 | -168089 |
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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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