Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503890.4536 | 1296089.7199 | 207800.7337 | 2397066.1164 | 1354074.4405 | 1042991.6758 |
Total P&L (%) | 1503.8905 | 1296.0897 | 207.8007 | 2397.0661 | 1354.0744 | 1042.9917 |
Avg Daily Profit (%) | 0.6296 | 0.5426 | 0.087 | 0.1348 | 0.1121 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160975 | -96573 | -132963 | -4106193 | -2886045 | -2115629 |
Profit Factor | 2.9332 | 4.7825 | 1.4774 | 1.2307 | 1.2659 | 1.1969 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 52.381 | 51.9231 | 52.8302 | 52.381 | 51.9231 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.6666 | 4.4283 | 1.3191 | 1.1188 | 1.1721 | 1.0686 |
Largest Winning Trade | 820194 | 820194 | 65282 | 2599772 | 2599772 | 1483016 |
Largest Losing Trade | -81425 | -32468 | -81425 | -1757269 | -1120273 | -1757269 |
Avg Bars in Trades | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Winners | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Losers | 55 | 64 | 46 | 55 | 64 | 46 |
Bars Traded | 6885 | 3698 | 3187 | 6885 | 3698 | 3187 |
Profit Streak | 0 | 54.8651 | 0 | 0 | 54.8651 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644349 | -160642 | -255334 | -12410 | -222249 | -239973 |
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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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