Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1944567.3714 | 1887862.1194 | 56705.252 | 1120609.8055 | 6518447.5647 | -5397837.7592 |
Total P&L (%) | 1944.5674 | 1887.8621 | 56.7053 | 1120.6098 | 6518.4476 | -5397.8378 |
Avg Daily Profit (%) | 0.8624 | 0.8373 | 0.0251 | 0.111 | 0.1861 | 0 |
Buy And Hold Return (%) | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 |
Max Trade Drawdown | -183928 | -110395 | -158208 | -9469958 | -3173328 | -7719293 |
Profit Factor | 3.3769 | 6.062 | 1.1274 | 1.0495 | 1.8435 | 0.6379 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 42.9577 | 33.8028 | 52.1127 | 42.9577 | 33.8028 | 52.1127 |
Ratio Avg Win / Avg Loss | 4.4841 | 11.8714 | 1.036 | 1.3936 | 3.6102 | 0.5862 |
Largest Winning Trade | 1418383 | 1418383 | 53138 | 8477336 | 8477336 | 3638983 |
Largest Losing Trade | -46212 | -34829 | -46212 | -3470465 | -1093972 | -3470465 |
Avg Bars in Trades | 93 | 80 | 107 | 93 | 80 | 107 |
Avg Bars in Winners | 149 | 152 | 148 | 149 | 152 | 148 |
Avg Bars in Losers | 51 | 43 | 62 | 51 | 43 | 62 |
Bars Traded | 13337 | 5713 | 7624 | 13337 | 5713 | 7624 |
Profit Streak | 0 | 0 | 12.1872 | 0 | 0 | 12.1872 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623330 | -71530 | -491247 | -213979 | -81839 | -666564 |
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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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