Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483435.9041 | 1265944.7279 | 217491.1762 | 10821669.8444 | 265665.4935 | 10556004.3509 |
Total P&L (%) | 1483.4359 | 1265.9447 | 217.4912 | 10821.6698 | 265.6655 | 10556.0044 |
Avg Daily Profit (%) | 0.7988 | 0.6817 | 0.1171 | 0.2531 | 0.0698 | 0.2517 |
Buy And Hold Return (%) | 10.0643 | 10.0643 | 10.0643 | 10.0643 | 10.0643 | 10.0643 |
Max Trade Drawdown | -56304 | -58455 | -40646 | -7729237 | -4838972 | -3553677 |
Profit Factor | 5.1392 | 7.0788 | 2.4487 | 1.3725 | 1.0168 | 1.7982 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 56.4356 | 50.9804 | 62 | 56.4356 | 50.9804 | 62 |
Ratio Avg Win / Avg Loss | 3.9671 | 6.8066 | 1.5008 | 1.0595 | 0.9777 | 1.1021 |
Largest Winning Trade | 1119955 | 1119955 | 57638 | 5465490 | 4498219 | 5465490 |
Largest Losing Trade | -24087 | -24087 | -20112 | -2352992 | -2352992 | -2235169 |
Avg Bars in Trades | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Winners | 46 | 32 | 58 | 46 | 32 | 58 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 3495 | 1283 | 2212 | 3495 | 1283 | 2212 |
Profit Streak | 18.7943 | 29.2943 | 0 | 18.7943 | 29.2943 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 817810 | -158427 | -210479 | 384545 | -482522 | -167720 |
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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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