Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331950.7592 | 1328860.8823 | 3089.8769 | 567278.3807 | 2098465.2852 | -1531186.9046 |
Total P&L (%) | 1331.9508 | 1328.8609 | 3.0899 | 567.2784 | 2098.4653 | -1531.1869 |
Avg Daily Profit (%) | 0.5906 | 0.5892 | 0.0014 | 0.0842 | 0.1371 | 0 |
Buy And Hold Return (%) | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 |
Max Trade Drawdown | -141840 | -97853 | -140484 | -2433570 | -1501523 | -1875837 |
Profit Factor | 2.9959 | 5.4202 | 1.0084 | 1.0743 | 1.6678 | 0.6591 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.7059 | 34.8837 | 54.7619 | 44.7059 | 34.8837 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.7055 | 10.1176 | 0.833 | 1.3288 | 3.1132 | 0.5445 |
Largest Winning Trade | 938245 | 938245 | 48533 | 2497216 | 2497216 | 592732 |
Largest Losing Trade | -62848 | -22366 | -62848 | -1168782 | -570721 | -1168782 |
Avg Bars in Trades | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Winners | 160 | 186 | 144 | 160 | 186 | 144 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 8469 | 4125 | 4344 | 8469 | 4125 | 4344 |
Profit Streak | 0 | 0 | 154.268 | 0 | 0 | 154.268 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506673 | 447820 | -568058 | -226169 | -12227 | -579153 |
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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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