Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2032922.9895 | 1909679.6252 | 123243.3643 | 7734177.0088 | 3273375.6329 | 4460801.3759 |
Total P&L (%) | 2032.923 | 1909.6796 | 123.2434 | 7734.177 | 3273.3756 | 4460.8014 |
Avg Daily Profit (%) | 0.8966 | 0.8423 | 0.0544 | 0.1925 | 0.1553 | 0.1686 |
Buy And Hold Return (%) | 395.1557 | 395.1557 | 395.1557 | 395.1557 | 395.1557 | 395.1557 |
Max Trade Drawdown | -137732 | -117170 | -67793 | -30313119 | -27732717 | -11285806 |
Profit Factor | 3.6112 | 5.5858 | 1.3404 | 1.0825 | 1.0592 | 1.116 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50.8876 | 47.0588 | 54.7619 | 50.8876 | 47.0588 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.4852 | 6.284 | 1.1073 | 1.0447 | 1.1916 | 0.9219 |
Largest Winning Trade | 1330023 | 1330023 | 49622 | 19183768 | 19183768 | 5409158 |
Largest Losing Trade | -53864 | -33643 | -53864 | -7188097 | -7188097 | -6792790 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 6521 | 3086 | 3436 | 6521 | 3086 | 3436 |
Profit Streak | 0 | 0 | 23.0667 | 0 | 0 | 23.0667 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712430 | 665086 | -284944 | -120803 | -149220 | -85988 |
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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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