Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585379.6643 | 1481205.6229 | 104174.0414 | 1391517.0353 | 655507.2022 | 736009.833 |
Total P&L (%) | 1585.3797 | 1481.2056 | 104.174 | 1391.517 | 655.5072 | 736.0098 |
Avg Daily Profit (%) | 0.8506 | 0.7947 | 0.0559 | 0.1451 | 0.1086 | 0.114 |
Buy And Hold Return (%) | 43.6663 | 43.6663 | 43.6663 | 43.6663 | 43.6663 | 43.6663 |
Max Trade Drawdown | -100669 | -69852 | -71270 | -1317125 | -1144525 | -756484 |
Profit Factor | 3.788 | 6.3116 | 1.3595 | 1.2319 | 1.2131 | 1.2518 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 43.6893 | 34.6154 | 52.9412 | 43.6893 | 34.6154 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.8824 | 11.9219 | 1.2084 | 1.5878 | 2.2914 | 1.1127 |
Largest Winning Trade | 1420150 | 1420150 | 50529 | 1316037 | 1316037 | 334351 |
Largest Losing Trade | -43663 | -23721 | -43663 | -349639 | -279103 | -349639 |
Avg Bars in Trades | 70 | 64 | 75 | 70 | 64 | 75 |
Avg Bars in Winners | 111 | 115 | 108 | 111 | 115 | 108 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 7230 | 3355 | 3875 | 7230 | 3355 | 3875 |
Profit Streak | 0 | 0 | 52.3914 | 0 | 0 | 52.3914 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 645696 | -164388 | -301260 | -321 | -233014 | -219711 |
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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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