Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445766.3682 | 1561836.817 | -116070.4488 | -6557133.1676 | 2035839.1985 | -8592972.3661 |
Total P&L (%) | 1445.7664 | 1561.8368 | -116.0704 | -6557.1332 | 2035.8392 | -8592.9724 |
Avg Daily Profit (%) | 0.7684 | 0.8301 | -0.0617 | 0 | 0.1628 | 0 |
Buy And Hold Return (%) | 372.0223 | 372.0223 | 372.0223 | 372.0223 | 372.0223 | 372.0223 |
Max Trade Drawdown | -289228 | -64234 | -309460 | -10575706 | -2718049 | -10948857 |
Profit Factor | 2.964 | 7.493 | 0.7658 | 0.7623 | 1.2136 | 0.5241 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 53 | 24 | 29 | 46 | 27 | 19 |
Losing Trades | 48 | 27 | 21 | 55 | 24 | 31 |
Profitability (%) | 52.4752 | 47.0588 | 58 | 45.5446 | 52.9412 | 38 |
Ratio Avg Win / Avg Loss | 2.6844 | 8.4296 | 0.5545 | 0.9115 | 1.0788 | 0.8552 |
Largest Winning Trade | 1558654 | 1558654 | 61545 | 1288846 | 1288846 | 1238450 |
Largest Losing Trade | -289228 | -25590 | -289228 | -3944057 | -2108649 | -3944057 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 45 | 42 | 47 | 27 | 25 | 29 |
Avg Bars in Losers | 27 | 26 | 30 | 45 | 43 | 46 |
Bars Traded | 3745 | 1740 | 2005 | 3745 | 1740 | 2005 |
Profit Streak | 0 | 0 | 0 | 28.2763 | 28.2763 | 35.7763 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605628 | -161524 | -759796 | -581232 | -172876 | -764957 |
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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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