Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864001.8894 | 1671474.4891 | 192527.4003 | 7009424.7808 | 7294131.0156 | -284706.2349 |
Total P&L (%) | 1864.0019 | 1671.4745 | 192.5274 | 7009.4248 | 7294.131 | -284.7062 |
Avg Daily Profit (%) | 0.8044 | 0.7213 | 0.0831 | 0.1842 | 0.1859 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106122 | -90669 | -85373 | -20820595 | -12053514 | -11081413 |
Profit Factor | 3.6412 | 6.4393 | 1.4832 | 1.1316 | 1.3295 | 0.9909 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 54.1284 | 47.2727 | 61.1111 | 54.1284 | 47.2727 | 61.1111 |
Ratio Avg Win / Avg Loss | 3.0858 | 7.1823 | 0.9439 | 0.9589 | 1.4829 | 0.6305 |
Largest Winning Trade | 1277719 | 1277719 | 82300 | 5960036 | 5548395 | 5960036 |
Largest Losing Trade | -68192 | -31587 | -68192 | -10535871 | -3427863 | -10535871 |
Avg Bars in Trades | 82 | 71 | 92 | 82 | 71 | 92 |
Avg Bars in Winners | 103 | 94 | 111 | 103 | 94 | 111 |
Avg Bars in Losers | 56 | 51 | 63 | 56 | 51 | 63 |
Bars Traded | 8946 | 3946 | 5000 | 8946 | 3946 | 5000 |
Profit Streak | 27.514 | 27.514 | 73.764 | 27.514 | 27.514 | 73.764 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 784994 | -159553 | -259731 | -67743 | -172393 | -758019 |
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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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