Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430318.4852 | 1338886.2843 | 91432.2009 | 2435413.0725 | 928183.7205 | 1507229.3521 |
Total P&L (%) | 1430.3185 | 1338.8863 | 91.4322 | 2435.4131 | 928.1837 | 1507.2294 |
Avg Daily Profit (%) | 0.7593 | 0.7108 | 0.0485 | 0.1718 | 0.1238 | 0.1475 |
Buy And Hold Return (%) | 262.6148 | 262.6148 | 262.6148 | 262.6148 | 262.6148 | 262.6148 |
Max Trade Drawdown | -86408 | -94796 | -64068 | -3965104 | -4065290 | -1466368 |
Profit Factor | 3.9601 | 5.5229 | 1.4885 | 1.1382 | 1.0846 | 1.2267 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 48.5437 | 41.1765 | 55.7692 | 48.5437 | 41.1765 | 55.7692 |
Ratio Avg Win / Avg Loss | 4.1977 | 7.8899 | 1.1805 | 1.2065 | 1.5494 | 0.9729 |
Largest Winning Trade | 1065846 | 1065846 | 38638 | 3671461 | 3671461 | 1478019 |
Largest Losing Trade | -36377 | -36377 | -32606 | -1441737 | -1441737 | -1125359 |
Avg Bars in Trades | 214 | 345 | 86 | 214 | 345 | 86 |
Avg Bars in Winners | 327 | 625 | 111 | 327 | 625 | 111 |
Avg Bars in Losers | 108 | 149 | 54 | 108 | 149 | 54 |
Bars Traded | 22116 | 17634 | 4482 | 22116 | 17634 | 4482 |
Profit Streak | 0 | 99.7951 | 0 | 0 | 99.7951 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666808 | -163612 | -471939 | -61041 | -339315 | -177857 |
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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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