Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2137689.5101 | 2078338.9854 | 59350.5247 | 2850215.9233 | 4645045.5389 | -1794829.6157 |
Total P&L (%) | 2137.6895 | 2078.339 | 59.3505 | 2850.2159 | 4645.0455 | -1794.8296 |
Avg Daily Profit (%) | 0.9473 | 0.921 | 0.0263 | 0.1501 | 0.1712 | 0 |
Buy And Hold Return (%) | 471.4286 | 471.4286 | 471.4286 | 471.4286 | 471.4286 | 471.4286 |
Max Trade Drawdown | -191970 | -170671 | -60199 | -18154182 | -12556284 | -7702625 |
Profit Factor | 3.7917 | 5.4831 | 1.1964 | 1.073 | 1.1999 | 0.8862 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 39.6104 | 37.6623 | 41.5584 | 39.6104 | 37.6623 | 41.5584 |
Ratio Avg Win / Avg Loss | 5.7808 | 9.0755 | 1.6825 | 1.636 | 1.986 | 1.2463 |
Largest Winning Trade | 1731671 | 1731671 | 57664 | 7320007 | 7320007 | 3735102 |
Largest Losing Trade | -33529 | -33529 | -24711 | -4536785 | -4536785 | -4143591 |
Avg Bars in Trades | 39 | 55 | 23 | 39 | 55 | 23 |
Avg Bars in Winners | 64 | 93 | 38 | 64 | 93 | 38 |
Avg Bars in Losers | 23 | 32 | 12 | 23 | 32 | 12 |
Bars Traded | 6090 | 4290 | 1800 | 6090 | 4290 | 1800 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547997 | -27194 | -371812 | -135321 | -38537 | -624074 |
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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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