Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2343196.1927 | 2332205.4415 | 10990.7512 | 1172188.3358 | 1514975.6498 | -342787.3141 |
Total P&L (%) | 2343.1962 | 2332.2054 | 10.9908 | 1172.1883 | 1514.9757 | -342.7873 |
Avg Daily Profit (%) | 1.0373 | 1.0324 | 0.0049 | 0.1127 | 0.1232 | 0 |
Buy And Hold Return (%) | 132.5175 | 132.5175 | 132.5175 | 132.5175 | 132.5175 | 132.5175 |
Max Trade Drawdown | -188052 | -168949 | -20590 | -13662051 | -12433211 | -1502353 |
Profit Factor | 5.119 | 5.561 | 1.191 | 1.0472 | 1.0683 | 0.8724 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 56.701 | 54.1667 | 59.1837 | 56.701 | 54.1667 | 59.1837 |
Ratio Avg Win / Avg Loss | 3.9091 | 4.7054 | 0.8214 | 0.7996 | 0.904 | 0.6016 |
Largest Winning Trade | 1812426 | 1812426 | 9092 | 12891232 | 12891232 | 748195 |
Largest Losing Trade | -53459 | -53459 | -9285 | -7255098 | -7255098 | -627408 |
Avg Bars in Trades | 82 | 165 | 2 | 82 | 165 | 2 |
Avg Bars in Winners | 49 | 101 | 1 | 49 | 101 | 1 |
Avg Bars in Losers | 127 | 239 | 2 | 127 | 239 | 2 |
Bars Traded | 8032 | 7924 | 109 | 8032 | 7924 | 109 |
Profit Streak | 49.9058 | 0 | 139.4058 | 49.9058 | 0 | 139.4058 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 826051 | 799302 | -362012 | -210824 | -174503 | -578642 |
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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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