Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4847691.5113 | 4793803.5194 | 53887.9919 | 1542535.4784 | 2372494.5076 | -829959.0292 |
Total P&L (%) | 4847.6915 | 4793.8035 | 53.888 | 1542.5355 | 2372.4945 | -829.959 |
Avg Daily Profit (%) | 2.1804 | 2.1561 | 0.0242 | 0.126 | 0.1444 | 0 |
Buy And Hold Return (%) | 540.6022 | 540.6022 | 540.6022 | 540.6022 | 540.6022 | 540.6022 |
Max Trade Drawdown | -118455 | -119218 | -36102 | -10165152 | -9383351 | -2142381 |
Profit Factor | 6.9036 | 8.9673 | 1.2456 | 1.0474 | 1.1029 | 0.9123 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 46.4286 | 39.7959 | 53.0612 | 46.4286 | 39.7959 | 53.0612 |
Ratio Avg Win / Avg Loss | 7.9657 | 13.5658 | 1.1018 | 1.2086 | 1.6685 | 0.807 |
Largest Winning Trade | 4690277 | 4690277 | 26633 | 11556516 | 11556516 | 978854 |
Largest Losing Trade | -38166 | -38166 | -27531 | -3654483 | -3654483 | -2108052 |
Avg Bars in Trades | 67 | 117 | 16 | 67 | 117 | 16 |
Avg Bars in Winners | 99 | 205 | 19 | 99 | 205 | 19 |
Avg Bars in Losers | 39 | 59 | 14 | 39 | 59 | 14 |
Bars Traded | 13216 | 11556 | 1660 | 13216 | 11556 | 1660 |
Profit Streak | 0 | 106.9691 | 0 | 0 | 106.9691 | 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 | 811072 | 704459 | -326133 | -196403 | -111311 | -580396 |
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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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