Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276423.333 | 1245016.26 | 31407.073 | 1465426.3384 | 1768203.6485 | -302777.3101 |
Total P&L (%) | 1276.4233 | 1245.0163 | 31.4071 | 1465.4263 | 1768.2036 | -302.7773 |
Avg Daily Profit (%) | 0.5805 | 0.5662 | 0.0143 | 0.1252 | 0.1332 | 0 |
Buy And Hold Return (%) | 553.0491 | 553.0491 | 553.0491 | 553.0491 | 553.0491 | 553.0491 |
Max Trade Drawdown | -180619 | -150796 | -84177 | -1596580 | -1039537 | -734742 |
Profit Factor | 3.3071 | 4.1553 | 1.1979 | 1.4113 | 1.7114 | 0.719 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 39.3258 | 29.5455 | 48.8889 | 39.3258 | 29.5455 | 48.8889 |
Ratio Avg Win / Avg Loss | 5.1024 | 9.9089 | 1.2524 | 2.1774 | 4.0809 | 0.7517 |
Largest Winning Trade | 693802 | 693802 | 44041 | 1536212 | 1536212 | 171767 |
Largest Losing Trade | -37252 | -37252 | -24814 | -618423 | -618423 | -346019 |
Avg Bars in Trades | 48 | 85 | 11 | 48 | 85 | 11 |
Avg Bars in Winners | 67 | 157 | 15 | 67 | 157 | 15 |
Avg Bars in Losers | 35 | 55 | 7 | 35 | 55 | 7 |
Bars Traded | 4276 | 3773 | 502 | 4276 | 3773 | 502 |
Profit Streak | 9.128 | 0 | 120.128 | 9.128 | 0 | 120.128 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343101 | 122615 | -341077 | -30291 | -24178 | -579514 |
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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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