Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1809217.7824 | 1690393.154 | 118824.6284 | 6999744.8612 | -4354865.8239 | 11354610.6851 |
Total P&L (%) | 1809.2178 | 1690.3932 | 118.8246 | 6999.7449 | -4354.8658 | 11354.6107 |
Avg Daily Profit (%) | 1.0122 | 0.9458 | 0.0665 | 0.2388 | 0 | 0.2656 |
Buy And Hold Return (%) | 348.8848 | 348.8848 | 348.8848 | 348.8848 | 348.8848 | 348.8848 |
Max Trade Drawdown | -77327 | -96305 | -40970 | -13652596 | -14993200 | -6537251 |
Profit Factor | 4.654 | 7.0643 | 1.5491 | 1.1195 | 0.8823 | 1.5264 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 48.1481 | 48.1481 | 48.1481 | 48.1481 | 48.1481 | 48.1481 |
Ratio Avg Win / Avg Loss | 5.012 | 7.6077 | 1.6683 | 1.2056 | 0.9502 | 1.6438 |
Largest Winning Trade | 992993 | 992993 | 62720 | 7846723 | 7846723 | 5254533 |
Largest Losing Trade | -36215 | -35985 | -36215 | -5184628 | -4330706 | -5184628 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 73 | 57 | 90 | 73 | 57 | 90 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 5142 | 2120 | 3022 | 5142 | 2120 | 3022 |
Profit Streak | 0 | 0 | 13.6433 | 0 | 0 | 13.6433 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 692959 | -160425 | -447398 | -81127 | -761553 | -168998 |
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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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