Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284863.118 | 1197226.1392 | 87636.9789 | 6742195.0122 | 5391629.0375 | 1350565.9747 |
Total P&L (%) | 1284.8631 | 1197.2261 | 87.637 | 6742.195 | 5391.629 | 1350.566 |
Avg Daily Profit (%) | 0.703 | 0.655 | 0.0479 | 0.2315 | 0.2194 | 0.1464 |
Buy And Hold Return (%) | 816.0243 | 816.0243 | 816.0243 | 816.0243 | 816.0243 | 816.0243 |
Max Trade Drawdown | -121373 | -68143 | -84399 | -2861937 | -2567788 | -1647646 |
Profit Factor | 3.4871 | 5.6781 | 1.3362 | 1.5658 | 1.8406 | 1.2455 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 41.8367 | 40.8163 | 42.8571 | 41.8367 | 40.8163 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.8479 | 8.2333 | 1.7815 | 2.1769 | 2.6689 | 1.6606 |
Largest Winning Trade | 606605 | 606605 | 75084 | 3613983 | 3613983 | 1930121 |
Largest Losing Trade | -32066 | -23851 | -32066 | -1233944 | -1233944 | -749046 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 114 | 121 | 107 | 114 | 121 | 107 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 6956 | 3804 | 3152 | 6956 | 3804 | 3152 |
Profit Streak | 0 | 102.5041 | 0 | 0 | 102.5041 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229240 | -3139 | -295918 | 295648 | 306716 | -8148 |
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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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