Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2159416.7797 | 2193718.7014 | -34301.9216 | 333291.5634 | 7034413.0104 | -6701121.447 |
Total P&L (%) | 2159.4168 | 2193.7187 | -34.3019 | 333.2916 | 7034.413 | -6701.1214 |
Avg Daily Profit (%) | 0.977 | 0.9925 | -0.0155 | 0.0664 | 0.1933 | 0 |
Buy And Hold Return (%) | 723.1127 | 723.1127 | 723.1127 | 723.1127 | 723.1127 | 723.1127 |
Max Trade Drawdown | -207213 | -106892 | -165088 | -9645593 | -3122612 | -6951329 |
Profit Factor | 3.5164 | 7.4486 | 0.9338 | 1.0229 | 2.425 | 0.3045 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 47.3282 | 50.7692 | 43.9394 | 47.3282 | 50.7692 | 43.9394 |
Ratio Avg Win / Avg Loss | 3.9134 | 7.2229 | 1.1914 | 1.1384 | 2.3515 | 0.3886 |
Largest Winning Trade | 1991297 | 1991297 | 56119 | 9366869 | 9366869 | 680795 |
Largest Losing Trade | -58629 | -45717 | -58629 | -5767562 | -1860549 | -5767562 |
Avg Bars in Trades | 99 | 92 | 105 | 99 | 92 | 105 |
Avg Bars in Winners | 154 | 138 | 172 | 154 | 138 | 172 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 12985 | 5991 | 6994 | 12985 | 5991 | 6994 |
Profit Streak | 0 | 31.049 | 0 | 0 | 31.049 | 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 | 583610 | -111800 | -705926 | -466166 | -117980 | -707593 |
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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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