Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239868.2951 | 1239488.5584 | 379.7367 | 1081857.2784 | 2286245.3799 | -1204388.1016 |
Total P&L (%) | 1239.8683 | 1239.4886 | 0.3797 | 1081.8573 | 2286.2454 | -1204.3881 |
Avg Daily Profit (%) | 0.5631 | 0.563 | 0.0002 | 0.1122 | 0.1442 | 0 |
Buy And Hold Return (%) | 508.3056 | 508.3056 | 508.3056 | 508.3056 | 508.3056 | 508.3056 |
Max Trade Drawdown | -187923 | -135464 | -90650 | -3953806 | -2621725 | -2056818 |
Profit Factor | 2.991 | 4.9094 | 1.0012 | 1.1275 | 1.506 | 0.6965 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 40.3846 | 34.6154 | 46.1538 | 40.3846 | 34.6154 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.4152 | 9.2733 | 1.1681 | 1.6644 | 2.8446 | 0.8125 |
Largest Winning Trade | 724759 | 724759 | 59217 | 1866082 | 1866082 | 687838 |
Largest Losing Trade | -34703 | -28159 | -34703 | -717098 | -717098 | -470440 |
Avg Bars in Trades | 123 | 112 | 134 | 123 | 112 | 134 |
Avg Bars in Winners | 184 | 185 | 183 | 184 | 185 | 183 |
Avg Bars in Losers | 81 | 73 | 91 | 81 | 73 | 91 |
Bars Traded | 12806 | 5832 | 6974 | 12806 | 5832 | 6974 |
Profit Streak | 88.5655 | 118.7322 | 88.5655 | 88.5655 | 118.7322 | 88.5655 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374077 | -170570 | -758508 | -130462 | -184936 | -761770 |
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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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