Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518963.2373 | 1401459.9457 | 117503.2916 | 4465352.6886 | 207000.4809 | 4258352.2077 |
Total P&L (%) | 1518.9632 | 1401.4599 | 117.5033 | 4465.3527 | 207.0005 | 4258.3522 |
Avg Daily Profit (%) | 0.6065 | 0.5596 | 0.0469 | 0.1527 | 0.0448 | 0.1508 |
Buy And Hold Return (%) | 339.5499 | 339.5499 | 339.5499 | 339.5499 | 339.5499 | 339.5499 |
Max Trade Drawdown | -106407 | -78718 | -61016 | -6497824 | -6171655 | -3235608 |
Profit Factor | 3.4105 | 4.7991 | 1.4497 | 1.1577 | 1.0106 | 1.4858 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 43.6893 | 33.3333 | 53.8462 | 43.6893 | 33.3333 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.3957 | 9.5982 | 1.2426 | 1.4921 | 2.0212 | 1.2735 |
Largest Winning Trade | 978276 | 978276 | 49824 | 5046958 | 5046958 | 2968488 |
Largest Losing Trade | -58038 | -29144 | -58038 | -2114841 | -2114841 | -1535331 |
Avg Bars in Trades | 142 | 198 | 88 | 142 | 198 | 88 |
Avg Bars in Winners | 202 | 362 | 105 | 202 | 362 | 105 |
Avg Bars in Losers | 96 | 116 | 68 | 96 | 116 | 68 |
Bars Traded | 14723 | 10122 | 4601 | 14723 | 10122 | 4601 |
Profit Streak | 5.1652 | 0 | 10.4986 | 5.1652 | 0 | 10.4986 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531603 | -169886 | -473929 | -40941 | -693161 | -170068 |
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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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