Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2267350.2266 | 2240411.2908 | 26938.9358 | 262723.1722 | -305370.8776 | 568094.0498 |
Total P&L (%) | 2267.3502 | 2240.4113 | 26.9389 | 262.7232 | -305.3709 | 568.0941 |
Avg Daily Profit (%) | 0.9763 | 0.9647 | 0.0116 | 0.0555 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153920 | -173270 | -135041 | -6064099 | -6502767 | -2247742 |
Profit Factor | 3.6938 | 6.1997 | 1.0656 | 1.0177 | 0.9664 | 1.0987 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 47.3684 | 42.5532 | 52.0833 | 47.3684 | 42.5532 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.1043 | 8.3697 | 0.9803 | 1.1308 | 1.3047 | 1.0108 |
Largest Winning Trade | 2046611 | 2046611 | 59186 | 2262515 | 2262515 | 1410970 |
Largest Losing Trade | -65873 | -42936 | -65873 | -2247742 | -2029966 | -2247742 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 56 | 61 | 53 | 56 | 61 | 53 |
Avg Bars in Losers | 36 | 43 | 28 | 36 | 43 | 28 |
Bars Traded | 4399 | 2392 | 2007 | 4399 | 2392 | 2007 |
Profit Streak | 19.0712 | 0 | 23.5712 | 19.0712 | 0 | 23.5712 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 718032 | 684803 | -329393 | -320087 | -581926 | -193871 |
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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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