Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2398796.4735 | 2271841.9189 | 126954.5546 | 3627360.073 | 4190508.4731 | -563148.4001 |
Total P&L (%) | 2398.7965 | 2271.8419 | 126.9546 | 3627.3601 | 4190.5085 | -563.1484 |
Avg Daily Profit (%) | 1.0358 | 0.9809 | 0.0548 | 0.1564 | 0.1624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114562 | -121885 | -103552 | -3386502 | -2166225 | -3055890 |
Profit Factor | 4.4146 | 6.5155 | 1.4369 | 1.2424 | 1.5682 | 0.9258 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 44.8598 | 37.037 | 52.8302 | 44.8598 | 37.037 | 52.8302 |
Ratio Avg Win / Avg Loss | 5.4263 | 11.0764 | 1.2829 | 1.5272 | 2.6659 | 0.8266 |
Largest Winning Trade | 1901850 | 1901850 | 79041 | 3151487 | 3151487 | 2305107 |
Largest Losing Trade | -51141 | -51141 | -46363 | -1537968 | -1019047 | -1537968 |
Avg Bars in Trades | 60 | 68 | 53 | 60 | 68 | 53 |
Avg Bars in Winners | 89 | 104 | 78 | 89 | 104 | 78 |
Avg Bars in Losers | 37 | 47 | 24 | 37 | 47 | 24 |
Bars Traded | 6509 | 3689 | 2819 | 6509 | 3689 | 2819 |
Profit Streak | 0 | 0 | 21.0194 | 0 | 0 | 21.0194 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 684785 | -163245 | -297934 | 244564 | -174545 | -759914 |
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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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