Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2580949.1196 | 2581519.3802 | -570.2606 | -33565.3765 | -154285.6953 | 120720.3188 |
Total P&L (%) | 2580.9491 | 2581.5194 | -0.5703 | -33.5654 | -154.2857 | 120.7203 |
Avg Daily Profit (%) | 1.1163 | 1.1166 | -0.0002 | -0.0177 | 0 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193343 | -190867 | -59618 | -1392104 | -1322686 | -145838 |
Profit Factor | 3.8723 | 4.6899 | 0.9971 | 0.987 | 0.9284 | 1.278 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.7064 | 40.7407 | 54.5455 | 47.7064 | 40.7407 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.2447 | 6.8217 | 0.8309 | 1.0819 | 1.3504 | 1.065 |
Largest Winning Trade | 2532255 | 2532255 | 27815 | 868891 | 868891 | 119916 |
Largest Losing Trade | -65363 | -65363 | -21164 | -498552 | -498552 | -145838 |
Avg Bars in Trades | 41 | 75 | 7 | 41 | 75 | 7 |
Avg Bars in Winners | 48 | 105 | 7 | 48 | 105 | 7 |
Avg Bars in Losers | 34 | 55 | 7 | 34 | 55 | 7 |
Bars Traded | 4497 | 4091 | 405 | 4497 | 4091 | 405 |
Profit Streak | 0 | 97.3777 | 0 | 0 | 97.3777 | 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 | 713028 | -162088 | -759966 | -579713 | -762207 | -326378 |
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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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