Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690711.2703 | 1588503.9324 | 102207.338 | 6505422.7822 | -1748227.1619 | 8253649.9441 |
Total P&L (%) | 1690.7113 | 1588.5039 | 102.2073 | 6505.4228 | -1748.2272 | 8253.6499 |
Avg Daily Profit (%) | 0.8993 | 0.8449 | 0.0544 | 0.2231 | 0 | 0.2357 |
Buy And Hold Return (%) | 481.9207 | 481.9207 | 481.9207 | 481.9207 | 481.9207 | 481.9207 |
Max Trade Drawdown | -90577 | -114059 | -81418 | -7337155 | -9102584 | -4738423 |
Profit Factor | 3.9857 | 6.4707 | 1.3704 | 1.2079 | 0.9065 | 1.6562 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 44.6429 | 42.8571 | 46.4286 | 44.6429 | 42.8571 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.9422 | 8.6276 | 1.5813 | 1.4979 | 1.2087 | 1.911 |
Largest Winning Trade | 836401 | 836401 | 57596 | 4360990 | 4360990 | 4197893 |
Largest Losing Trade | -40091 | -31611 | -40091 | -2682207 | -2682207 | -1568655 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 101 | 85 | 115 | 101 | 85 | 115 |
Avg Bars in Losers | 36 | 29 | 45 | 36 | 29 | 45 |
Bars Traded | 7344 | 2986 | 4358 | 7344 | 2986 | 4358 |
Profit Streak | 3.2543 | 14.0043 | 0 | 3.2543 | 14.0043 | 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 | 538205 | -163351 | -465914 | 182268 | -761347 | -169964 |
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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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