Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479584.1144 | 1397278.9304 | 82305.184 | 2579836.2349 | 6204169.6565 | -3624333.4216 |
Total P&L (%) | 1479.5841 | 1397.2789 | 82.3052 | 2579.8362 | 6204.1697 | -3624.3334 |
Avg Daily Profit (%) | 0.6692 | 0.632 | 0.0372 | 0.1488 | 0.1876 | 0 |
Buy And Hold Return (%) | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 |
Max Trade Drawdown | -139641 | -82148 | -115262 | -13434176 | -5923485 | -10106531 |
Profit Factor | 2.6069 | 5.1028 | 1.1419 | 1.0534 | 1.3664 | 0.8845 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 57.6087 | 58.6957 | 56.5217 | 57.6087 | 58.6957 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.9183 | 3.5909 | 0.8784 | 0.7751 | 0.9615 | 0.6804 |
Largest Winning Trade | 1108520 | 1108520 | 57641 | 4217576 | 4217576 | 2994688 |
Largest Losing Trade | -51852 | -41425 | -51852 | -4221888 | -2060430 | -4221888 |
Avg Bars in Trades | 23 | 17 | 29 | 23 | 17 | 29 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 19 | 12 | 25 | 19 | 12 | 25 |
Bars Traded | 4310 | 1599 | 2711 | 4310 | 1599 | 2711 |
Profit Streak | 0 | 54.0541 | 0 | 0 | 54.0541 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405578 | 486148 | -374286 | -158089 | 335536 | -579963 |
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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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