Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2181261.6665 | 2109941.7459 | 71319.9207 | 1035076.0992 | -640408.6145 | 1675484.7137 |
Total P&L (%) | 2181.2617 | 2109.9417 | 71.3199 | 1035.0761 | -640.4086 | 1675.4847 |
Avg Daily Profit (%) | 1.2105 | 1.1709 | 0.0396 | 0.1349 | 0 | 0.1598 |
Buy And Hold Return (%) | 174.2823 | 174.2823 | 174.2823 | 174.2823 | 174.2823 | 174.2823 |
Max Trade Drawdown | -274243 | -266338 | -67757 | -37510623 | -38628997 | -7370940 |
Profit Factor | 4.2389 | 5.5572 | 1.3389 | 1.0164 | 0.9853 | 1.0854 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 45.3608 | 35.4167 | 55.102 | 45.3608 | 35.4167 | 55.102 |
Ratio Avg Win / Avg Loss | 5.106 | 10.1338 | 1.0909 | 1.2243 | 1.7968 | 0.8844 |
Largest Winning Trade | 1477194 | 1477194 | 33384 | 17566723 | 17566723 | 5600779 |
Largest Losing Trade | -42485 | -42485 | -25192 | -9688432 | -9688432 | -5989720 |
Avg Bars in Trades | 107 | 170 | 45 | 107 | 170 | 45 |
Avg Bars in Winners | 131 | 262 | 48 | 131 | 262 | 48 |
Avg Bars in Losers | 87 | 120 | 41 | 87 | 120 | 41 |
Bars Traded | 10431 | 8202 | 2229 | 10431 | 8202 | 2229 |
Profit Streak | 8.8266 | 0 | 58.6599 | 8.8266 | 0 | 58.6599 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 715772 | 579920 | -304173 | -216636 | -583582 | -119201 |
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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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