Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630105.4782 | 1548928.443 | 81177.0352 | 6084136.615 | 7268984.7692 | -1184848.1542 |
Total P&L (%) | 1630.1055 | 1548.9284 | 81.177 | 6084.1366 | 7268.9848 | -1184.8482 |
Avg Daily Profit (%) | 0.8883 | 0.8441 | 0.0442 | 0.225 | 0.2346 | 0 |
Buy And Hold Return (%) | 612.7722 | 612.7722 | 612.7722 | 612.7722 | 612.7722 | 612.7722 |
Max Trade Drawdown | -92410 | -70472 | -61649 | -8186126 | -6357489 | -3627729 |
Profit Factor | 3.5067 | 5.6338 | 1.2569 | 1.2527 | 1.5522 | 0.8914 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.7872 | 6.0845 | 1.3574 | 1.353 | 1.6764 | 0.9627 |
Largest Winning Trade | 1011824 | 1011824 | 65186 | 7031219 | 7031219 | 2078868 |
Largest Losing Trade | -26971 | -26971 | -25489 | -2451367 | -2157794 | -2451367 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3582 | 1711 | 1870 | 3582 | 1711 | 1870 |
Profit Streak | 38.7824 | 42.2824 | 0 | 38.7824 | 42.2824 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597760 | -162319 | -480583 | 292383 | -169182 | -761581 |
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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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