Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620297.0922 | 1718043.9617 | -97746.8695 | -44763.518 | 197456.0984 | -242219.6164 |
Total P&L (%) | 1620.2971 | 1718.044 | -97.7469 | -44.7635 | 197.4561 | -242.2196 |
Avg Daily Profit (%) | 0.6999 | 0.7421 | -0.0422 | -0.0256 | 0.0471 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133215 | -72198 | -170165 | -380825 | -235629 | -257011 |
Profit Factor | 3.1553 | 6.4908 | 0.7773 | 0.9592 | 1.3934 | 0.5936 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 44.2105 | 47.9167 | 40.4255 | 44.2105 | 47.9167 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.9817 | 7.0553 | 1.1455 | 1.2105 | 1.5146 | 0.8747 |
Largest Winning Trade | 1757408 | 1757408 | 87303 | 406689 | 406689 | 93396 |
Largest Losing Trade | -50164 | -34228 | -50164 | -138744 | -120808 | -138744 |
Avg Bars in Trades | 43 | 32 | 55 | 43 | 32 | 55 |
Avg Bars in Winners | 71 | 48 | 100 | 71 | 48 | 100 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 4152 | 1551 | 2601 | 4152 | 1551 | 2601 |
Profit Streak | 66.0874 | 66.0874 | 70.5874 | 66.0874 | 66.0874 | 70.5874 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623272 | 757329 | -582195 | -580138 | -128404 | -583862 |
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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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