Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262237.0597 | 1206180.8658 | 56056.1939 | 2964047.0071 | 4562861.3551 | -1598814.3481 |
Total P&L (%) | 1262.2371 | 1206.1809 | 56.0562 | 2964.047 | 4562.8614 | -1598.8143 |
Avg Daily Profit (%) | 0.6903 | 0.6597 | 0.0307 | 0.1873 | 0.2104 | 0 |
Buy And Hold Return (%) | 845.5234 | 845.5234 | 845.5234 | 845.5234 | 845.5234 | 845.5234 |
Max Trade Drawdown | -121577 | -83537 | -78790 | -3118716 | -1491225 | -2559199 |
Profit Factor | 3.802 | 6.7197 | 1.234 | 1.3046 | 2.1258 | 0.7185 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.1481 | 47.5 | 48.7805 | 48.1481 | 47.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 4.0944 | 7.4271 | 1.2957 | 1.4049 | 2.3496 | 0.7544 |
Largest Winning Trade | 707856 | 707856 | 66716 | 2836434 | 2836434 | 1112452 |
Largest Losing Trade | -40468 | -20385 | -40468 | -1298824 | -550583 | -1298824 |
Avg Bars in Trades | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Winners | 182 | 169 | 194 | 182 | 169 | 194 |
Avg Bars in Losers | 83 | 81 | 85 | 83 | 81 | 85 |
Bars Traded | 10619 | 4935 | 5684 | 10619 | 4935 | 5684 |
Profit Streak | 0 | 105.0476 | 0 | 0 | 105.0476 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10300 | -12564 | -318466 | -11618 | 400111 | -581216 |
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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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