Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519020.8387 | 1389537.8916 | 129482.9471 | 7817594.7561 | 6683510.2078 | 1134084.5484 |
Total P&L (%) | 1519.0208 | 1389.5379 | 129.4829 | 7817.5948 | 6683.5102 | 1134.0845 |
Avg Daily Profit (%) | 0.8155 | 0.746 | 0.0695 | 0.235 | 0.2267 | 0.135 |
Buy And Hold Return (%) | 110.5366 | 110.5366 | 110.5366 | 110.5366 | 110.5366 | 110.5366 |
Max Trade Drawdown | -64088 | -48915 | -81511 | -7642582 | -5275633 | -7227548 |
Profit Factor | 3.9283 | 6.5475 | 1.4827 | 1.2203 | 1.3457 | 1.0702 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 38.835 | 36.5385 | 41.1765 | 38.835 | 36.5385 | 41.1765 |
Ratio Avg Win / Avg Loss | 6.1871 | 11.3719 | 2.1181 | 1.9219 | 2.3372 | 1.5289 |
Largest Winning Trade | 1054825 | 1054825 | 75565 | 8841436 | 8841436 | 4570892 |
Largest Losing Trade | -33927 | -22261 | -33927 | -2709865 | -2104456 | -2709865 |
Avg Bars in Trades | 105 | 105 | 105 | 105 | 105 | 105 |
Avg Bars in Winners | 214 | 209 | 217 | 214 | 209 | 217 |
Avg Bars in Losers | 36 | 45 | 26 | 36 | 45 | 26 |
Bars Traded | 10864 | 5481 | 5383 | 10864 | 5481 | 5383 |
Profit Streak | 0 | 0 | 5.986 | 0 | 0 | 5.986 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580342 | -164057 | -393049 | 179156 | -175550 | -337371 |
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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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