Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081120.8309 | 937107.9478 | 144012.883 | 7051449.3823 | 9286227.6587 | -2234778.2764 |
Total P&L (%) | 1081.1208 | 937.1079 | 144.0129 | 7051.4494 | 9286.2277 | -2234.7783 |
Avg Daily Profit (%) | 0.4665 | 0.4044 | 0.0621 | 0.1844 | 0.1962 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187632 | -98361 | -118289 | -14911888 | -8675850 | -9244525 |
Profit Factor | 2.4993 | 3.3515 | 1.4465 | 1.1594 | 1.384 | 0.8886 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 49.5146 | 46.1538 | 52.9412 | 49.5146 | 46.1538 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.5483 | 3.91 | 1.2857 | 1.1821 | 1.6147 | 0.7899 |
Largest Winning Trade | 355045 | 355045 | 79168 | 9820465 | 9820465 | 2820212 |
Largest Losing Trade | -44715 | -44715 | -34162 | -4762246 | -2854099 | -4762246 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 90 | 75 | 104 | 90 | 75 | 104 |
Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
Bars Traded | 6440 | 2696 | 3743 | 6440 | 2696 | 3743 |
Profit Streak | 17.1367 | 17.1367 | 19.8034 | 17.1367 | 17.1367 | 19.8034 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601049 | -164290 | -287575 | -35685 | -170769 | -759387 |
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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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