Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1736299.6638 | 1643681.925 | 92617.7388 | 4910172.6574 | 7899722.087 | -2989549.4295 |
Total P&L (%) | 1736.2997 | 1643.6819 | 92.6177 | 4910.1727 | 7899.7221 | -2989.5494 |
Avg Daily Profit (%) | 0.9496 | 0.8989 | 0.0507 | 0.2143 | 0.2399 | 0 |
Buy And Hold Return (%) | 913.8832 | 913.8832 | 913.8832 | 913.8832 | 913.8832 | 913.8832 |
Max Trade Drawdown | -161722 | -109431 | -71246 | -23571811 | -16517752 | -9308351 |
Profit Factor | 3.508 | 4.9369 | 1.3371 | 1.0757 | 1.2104 | 0.8907 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 43.2836 | 35.8209 | 50.7463 | 43.2836 | 35.8209 | 50.7463 |
Ratio Avg Win / Avg Loss | 4.5967 | 8.8452 | 1.2977 | 1.4095 | 2.1687 | 0.8645 |
Largest Winning Trade | 1008884 | 1008884 | 62716 | 17854190 | 17854190 | 5537344 |
Largest Losing Trade | -26974 | -26974 | -18843 | -4255155 | -4255155 | -3048873 |
Avg Bars in Trades | 79 | 97 | 61 | 79 | 97 | 61 |
Avg Bars in Winners | 123 | 176 | 85 | 123 | 176 | 85 |
Avg Bars in Losers | 46 | 53 | 35 | 46 | 53 | 35 |
Bars Traded | 10664 | 6563 | 4101 | 10664 | 6563 | 4101 |
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 | 366607 | -109703 | -407321 | -132457 | -113445 | -697361 |
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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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