Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759547.6312 | 1554026.1901 | 205521.4411 | 10417078.8577 | -7462.5214 | 10424541.3791 |
Total P&L (%) | 1759.5476 | 1554.0262 | 205.5214 | 10417.0789 | -7.4625 | 10424.5414 |
Avg Daily Profit (%) | 0.9423 | 0.8322 | 0.1101 | 0.2496 | -0.0042 | 0.2497 |
Buy And Hold Return (%) | 12.9843 | 12.9843 | 12.9843 | 12.9843 | 12.9843 | 12.9843 |
Max Trade Drawdown | -104900 | -62973 | -67735 | -7239126 | -5582121 | -3466397 |
Profit Factor | 3.9597 | 5.8369 | 1.7522 | 1.3632 | 0.9995 | 1.8249 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 53.5714 | 50 | 57.1429 | 53.5714 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.4317 | 5.8369 | 1.3142 | 1.1814 | 0.9995 | 1.3687 |
Largest Winning Trade | 1320690 | 1320690 | 69045 | 3212057 | 1990372 | 3212057 |
Largest Losing Trade | -39599 | -39599 | -29320 | -3466397 | -2058865 | -3466397 |
Avg Bars in Trades | 96 | 76 | 117 | 96 | 76 | 117 |
Avg Bars in Winners | 119 | 89 | 146 | 119 | 89 | 146 |
Avg Bars in Losers | 70 | 64 | 77 | 70 | 64 | 77 |
Bars Traded | 10856 | 4301 | 6555 | 10856 | 4301 | 6555 |
Profit Streak | 3.5767 | 0 | 51.7434 | 3.5767 | 0 | 51.7434 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 736963 | -158452 | -221987 | 326938 | -760833 | -167328 |
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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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