Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448746.0436 | 1433419.9596 | 15326.084 | -26661.8557 | -37875.0005 | 11213.1448 |
Total P&L (%) | 1448.746 | 1433.42 | 15.3261 | -26.6619 | -37.875 | 11.2131 |
Avg Daily Profit (%) | 0.6087 | 0.6023 | 0.0064 | -0.013 | -0.02 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151393 | -120077 | -70464 | -561687 | -415586 | -265511 |
Profit Factor | 2.5973 | 3.2586 | 1.0563 | 0.9859 | 0.9726 | 1.0222 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 45.6311 | 43.1373 | 48.0769 | 45.6311 | 43.1373 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.0947 | 4.2954 | 1.1408 | 1.1747 | 1.2821 | 1.1039 |
Largest Winning Trade | 1386385 | 1386385 | 32187 | 197175 | 197175 | 123470 |
Largest Losing Trade | -69832 | -69832 | -37279 | -238499 | -238499 | -157120 |
Avg Bars in Trades | 88 | 154 | 24 | 88 | 154 | 24 |
Avg Bars in Winners | 92 | 160 | 32 | 92 | 160 | 32 |
Avg Bars in Losers | 86 | 150 | 16 | 86 | 150 | 16 |
Bars Traded | 9154 | 7892 | 1262 | 9154 | 7892 | 1262 |
Profit Streak | 54.9453 | 57.9453 | 54.9453 | 54.9453 | 57.9453 | 54.9453 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577515 | -164458 | -532809 | -579553 | -761274 | -691009 |
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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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