Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2029318.4863 | 1905169.3117 | 124149.1746 | 2905377.7734 | 5260221.242 | -2354843.4686 |
Total P&L (%) | 2029.3185 | 1905.1693 | 124.1492 | 2905.3778 | 5260.2212 | -2354.8435 |
Avg Daily Profit (%) | 0.8726 | 0.8192 | 0.0534 | 0.1464 | 0.1713 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111314 | -88594 | -123454 | -8131569 | -4704635 | -5917347 |
Profit Factor | 4.0802 | 6.6914 | 1.3831 | 1.134 | 1.4877 | 0.7838 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 46.5347 | 43.1373 | 50 | 46.5347 | 43.1373 | 50 |
Ratio Avg Win / Avg Loss | 4.6879 | 8.8205 | 1.3831 | 1.3029 | 1.961 | 0.7838 |
Largest Winning Trade | 1595400 | 1595400 | 81105 | 8932461 | 8932461 | 2507368 |
Largest Losing Trade | -51427 | -51427 | -47152 | -4475921 | -2579842 | -4475921 |
Avg Bars in Trades | 65 | 56 | 75 | 65 | 56 | 75 |
Avg Bars in Winners | 93 | 78 | 106 | 93 | 78 | 106 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 6650 | 2870 | 3779 | 6650 | 2870 | 3779 |
Profit Streak | 27.1575 | 39.1575 | 0 | 27.1575 | 39.1575 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713220 | -160466 | -301094 | -70791 | -172042 | -760833 |
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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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