Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1936457.7558 | 1837786.1267 | 98671.6291 | 745569.5443 | 12097134.121 | -11351564.5766 |
Total P&L (%) | 1936.4578 | 1837.7861 | 98.6716 | 745.5695 | 12097.1341 | -11351.5646 |
Avg Daily Profit (%) | 1.0738 | 1.0191 | 0.0547 | 0.1185 | 0.2667 | 0 |
Buy And Hold Return (%) | 199.4951 | 199.4951 | 199.4951 | 199.4951 | 199.4951 | 199.4951 |
Max Trade Drawdown | -113420 | -124738 | -93733 | -13130629 | -1121007 | -12672713 |
Profit Factor | 4.4508 | 8.219 | 1.3218 | 1.0453 | 6.4588 | 0.202 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 50.4762 | 45.283 | 55.7692 | 50.4762 | 45.283 | 55.7692 |
Ratio Avg Win / Avg Loss | 4.3669 | 9.9313 | 1.0484 | 1.0256 | 7.8044 | 0.1602 |
Largest Winning Trade | 997426 | 997426 | 64479 | 12256402 | 12256402 | 524896 |
Largest Losing Trade | -93733 | -33215 | -93733 | -12640111 | -320768 | -12640111 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 72 | 61 | 82 | 72 | 61 | 82 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 5125 | 2223 | 2902 | 5125 | 2223 | 2902 |
Profit Streak | 0 | 0 | 30.9679 | 0 | 0 | 30.9679 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760929 | -160005 | -464179 | -207212 | -164753 | -759545 |
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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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