Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333969.9874 | 1193267.115 | 140702.8724 | 9551847.9717 | 5429223.5801 | 4122624.3916 |
Total P&L (%) | 1333.97 | 1193.2671 | 140.7029 | 9551.848 | 5429.2236 | 4122.6244 |
Avg Daily Profit (%) | 0.5325 | 0.4764 | 0.0562 | 0.1826 | 0.1603 | 0.1495 |
Buy And Hold Return (%) | 459.5463 | 459.5463 | 459.5463 | 459.5463 | 459.5463 | 459.5463 |
Max Trade Drawdown | -120057 | -102729 | -80964 | -7199980 | -9341074 | -4861843 |
Profit Factor | 2.9599 | 3.5398 | 1.6674 | 1.2712 | 1.2112 | 1.4329 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 54.4554 | 46 | 62.7451 | 54.4554 | 46 | 62.7451 |
Ratio Avg Win / Avg Loss | 2.4755 | 4.1554 | 0.99 | 1.0631 | 1.4219 | 0.8508 |
Largest Winning Trade | 476262 | 476262 | 46715 | 8284875 | 8284875 | 2046842 |
Largest Losing Trade | -59668 | -59668 | -38567 | -5628662 | -5628662 | -2181272 |
Avg Bars in Trades | 46 | 74 | 18 | 46 | 74 | 18 |
Avg Bars in Winners | 54 | 98 | 22 | 54 | 98 | 22 |
Avg Bars in Losers | 37 | 53 | 13 | 37 | 53 | 13 |
Bars Traded | 4691 | 3725 | 966 | 4691 | 3725 | 966 |
Profit Streak | 179.8844 | 179.8844 | 301.8844 | 179.8844 | 179.8844 | 301.8844 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559360 | -167371 | -460068 | 359978 | -173786 | -170537 |
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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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