Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347430.618 | 1204239.0874 | 143191.5306 | 1292053.1686 | 318499.2529 | 973553.9156 |
Total P&L (%) | 1347.4306 | 1204.2391 | 143.1915 | 1292.0532 | 318.4993 | 973.5539 |
Avg Daily Profit (%) | 0.5674 | 0.5071 | 0.0603 | 0.1109 | 0.0603 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114742 | -105732 | -92153 | -2777905 | -2745854 | -1588737 |
Profit Factor | 2.6054 | 4.0996 | 1.3176 | 1.1147 | 1.0529 | 1.1857 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 43.6893 | 37.2549 | 50 | 43.6893 | 37.2549 | 50 |
Ratio Avg Win / Avg Loss | 3.358 | 6.9047 | 1.3176 | 1.4367 | 1.7733 | 1.1857 |
Largest Winning Trade | 763518 | 763518 | 67140 | 2576756 | 2576756 | 824329 |
Largest Losing Trade | -65719 | -30119 | -65719 | -818942 | -818942 | -559334 |
Avg Bars in Trades | 136 | 123 | 149 | 136 | 123 | 149 |
Avg Bars in Winners | 204 | 206 | 203 | 204 | 206 | 203 |
Avg Bars in Losers | 83 | 74 | 94 | 83 | 74 | 94 |
Bars Traded | 14055 | 6294 | 7761 | 14055 | 6294 | 7761 |
Profit Streak | 27.3528 | 0 | 41.6861 | 27.3528 | 0 | 41.6861 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522255 | -167214 | -291726 | -140445 | -458661 | -254789 |
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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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