Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1833682.0622 | 1784480.3859 | 49201.6763 | -4389.6999 | 153185.1965 | -157574.8963 |
Total P&L (%) | 1833.6821 | 1784.4804 | 49.2017 | -4.3897 | 153.1852 | -157.5749 |
Avg Daily Profit (%) | 0.7752 | 0.7544 | 0.0208 | -0.0019 | 0.0393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157009 | -142998 | -113028 | -634983 | -329529 | -413295 |
Profit Factor | 3.1721 | 4.5747 | 1.1426 | 0.9972 | 1.1832 | 0.7859 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 50.8772 | 43.8596 | 57.8947 | 50.8772 | 43.8596 | 57.8947 |
Ratio Avg Win / Avg Loss | 3.0627 | 5.8557 | 0.831 | 0.9628 | 1.5145 | 0.5716 |
Largest Winning Trade | 1829468 | 1829468 | 48607 | 411551 | 411551 | 161876 |
Largest Losing Trade | -51486 | -51486 | -48322 | -324087 | -132798 | -324087 |
Avg Bars in Trades | 121 | 143 | 99 | 121 | 143 | 99 |
Avg Bars in Winners | 135 | 147 | 126 | 135 | 147 | 126 |
Avg Bars in Losers | 106 | 139 | 62 | 106 | 139 | 62 |
Bars Traded | 13822 | 8151 | 5671 | 13822 | 8151 | 5671 |
Profit Streak | 46.2494 | 46.2494 | 75.4161 | 46.2494 | 46.2494 | 75.4161 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 750659 | -161625 | -409859 | -578942 | -340205 | -758844 |
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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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