Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2807344.2712 | 2647471.4652 | 159872.806 | 8958793.3755 | 10158282.0001 | -1199488.6246 |
Total P&L (%) | 2807.3443 | 2647.4715 | 159.8728 | 8958.7934 | 10158.282 | -1199.4886 |
Avg Daily Profit (%) | 1.2103 | 1.1414 | 0.0689 | 0.1945 | 0.1998 | 0 |
Buy And Hold Return (%) | 105 | 105 | 105 | 105 | 105 | 105 |
Max Trade Drawdown | -141049 | -152539 | -103465 | -15478165 | -10814030 | -12793029 |
Profit Factor | 4.9012 | 8.1334 | 1.4588 | 1.137 | 1.301 | 0.9621 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 31.7308 | 25 | 38.4615 | 31.7308 | 25 | 38.4615 |
Ratio Avg Win / Avg Loss | 10.545 | 24.4002 | 2.3341 | 2.4463 | 3.9029 | 1.5393 |
Largest Winning Trade | 2312313 | 2312313 | 60850 | 12307476 | 12307476 | 5267487 |
Largest Losing Trade | -56005 | -56005 | -31802 | -7092632 | -7092632 | -5548298 |
Avg Bars in Trades | 42 | 47 | 36 | 42 | 47 | 36 |
Avg Bars in Winners | 84 | 101 | 73 | 84 | 101 | 73 |
Avg Bars in Losers | 22 | 29 | 13 | 22 | 29 | 13 |
Bars Traded | 4374 | 2481 | 1893 | 4374 | 2481 | 1893 |
Profit Streak | 16.4725 | 0 | 18.9725 | 16.4725 | 0 | 18.9725 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539679 | -188157 | -292793 | -66982 | -200910 | -761982 |
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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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