Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2215643.6695 | 2090934.247 | 124709.4225 | 6185796.3392 | -1021992.2583 | 7207788.5975 |
Total P&L (%) | 2215.6437 | 2090.9342 | 124.7094 | 6185.7963 | -1021.9923 | 7207.7886 |
Avg Daily Profit (%) | 1.234 | 1.1645 | 0.0695 | 0.2309 | 0 | 0.2393 |
Buy And Hold Return (%) | 296.4194 | 296.4194 | 296.4194 | 296.4194 | 296.4194 | 296.4194 |
Max Trade Drawdown | -111157 | -103352 | -55991 | -16706810 | -16192129 | -7228072 |
Profit Factor | 4.6581 | 7.9869 | 1.407 | 1.0909 | 0.9707 | 1.2172 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 41.9118 | 38.2353 | 45.5882 | 41.9118 | 38.2353 | 45.5882 |
Ratio Avg Win / Avg Loss | 6.456 | 12.9018 | 1.6793 | 1.5119 | 1.5681 | 1.4528 |
Largest Winning Trade | 1070053 | 1070053 | 66500 | 10520432 | 10520432 | 5611845 |
Largest Losing Trade | -45863 | -28361 | -45863 | -6799721 | -2807487 | -6799721 |
Avg Bars in Trades | 50 | 41 | 60 | 50 | 41 | 60 |
Avg Bars in Winners | 87 | 66 | 104 | 87 | 66 | 104 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 6900 | 2816 | 4084 | 6900 | 2816 | 4084 |
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 | 658862 | -92022 | -375299 | -113948 | -692033 | -103222 |
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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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