Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113870.1957 | 1019890.3539 | 93979.8417 | 234166.4455 | 1393796.8506 | -1159630.4051 |
Total P&L (%) | 1113.8702 | 1019.8904 | 93.9798 | 234.1664 | 1393.7969 | -1159.6304 |
Avg Daily Profit (%) | 0.4611 | 0.4222 | 0.0389 | 0.05 | 0.112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161103 | -129138 | -89616 | -6962952 | -4348973 | -3654758 |
Profit Factor | 2.6026 | 3.1973 | 1.4071 | 1.0169 | 1.1634 | 0.7812 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.7368 | 46.8085 | 62.5 | 54.7368 | 46.8085 | 62.5 |
Ratio Avg Win / Avg Loss | 2.1521 | 3.6332 | 0.8442 | 0.8409 | 1.3221 | 0.4687 |
Largest Winning Trade | 769002 | 769002 | 32494 | 4916646 | 4916646 | 1058227 |
Largest Losing Trade | -62300 | -62300 | -59893 | -2278658 | -2278658 | -1528013 |
Avg Bars in Trades | 141 | 233 | 51 | 141 | 233 | 51 |
Avg Bars in Winners | 143 | 267 | 52 | 143 | 267 | 52 |
Avg Bars in Losers | 139 | 203 | 50 | 139 | 203 | 50 |
Bars Traded | 13472 | 10986 | 2487 | 13472 | 10986 | 2487 |
Profit Streak | 93.2822 | 93.2822 | 157.9489 | 93.2822 | 93.2822 | 157.9489 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628518 | 556070 | -139191 | -327543 | -84424 | -578104 |
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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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