Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1870838.4999 | 1754673.2827 | 116165.2172 | 985340.0499 | -224037.4445 | 1209377.4944 |
Total P&L (%) | 1870.8385 | 1754.6733 | 116.1652 | 985.3401 | -224.0374 | 1209.3775 |
Avg Daily Profit (%) | 0.8054 | 0.7553 | 0.05 | 0.1027 | 0 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126466 | -118432 | -78833 | -3695129 | -4391320 | -1972651 |
Profit Factor | 3.3875 | 5.3763 | 1.3036 | 1.0733 | 0.9717 | 1.219 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.4286 | 49.0566 | 53.8462 | 51.4286 | 49.0566 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.1993 | 5.5831 | 1.1173 | 1.0137 | 1.0091 | 1.0448 |
Largest Winning Trade | 1548957 | 1548957 | 71175 | 1696872 | 1696872 | 1614641 |
Largest Losing Trade | -72568 | -39747 | -72568 | -1763155 | -1186496 | -1763155 |
Avg Bars in Trades | 63 | 60 | 67 | 63 | 60 | 67 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 44 | 45 | 42 | 44 | 45 | 42 |
Bars Traded | 6706 | 3205 | 3501 | 6706 | 3205 | 3501 |
Profit Streak | 7.3707 | 34.3707 | 0 | 7.3707 | 34.3707 | 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 | 748552 | -159025 | -305581 | -194201 | -758991 | -224643 |
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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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