Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733300.0763 | 1674217.314 | 59082.7623 | 27463060.983 | 21125325.9195 | 6337735.0635 |
Total P&L (%) | 1733.3001 | 1674.2173 | 59.0828 | 27463.061 | 21125.3259 | 6337.7351 |
Avg Daily Profit (%) | 0.7619 | 0.7359 | 0.026 | 0.2473 | 0.2358 | 0.1832 |
Buy And Hold Return (%) | 6834.403 | 6834.403 | 6834.403 | 6834.403 | 6834.403 | 6834.403 |
Max Trade Drawdown | -98792 | -115390 | -21246 | -17072781 | -17530565 | -3008503 |
Profit Factor | 4.7729 | 5.2537 | 1.8977 | 1.3905 | 1.3459 | 1.6848 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 55.2381 | 50 | 60.3774 | 55.2381 | 50 | 60.3774 |
Ratio Avg Win / Avg Loss | 3.8677 | 5.2537 | 1.2454 | 1.1268 | 1.3459 | 1.1056 |
Largest Winning Trade | 767901 | 767901 | 10634 | 15642941 | 15642941 | 2667320 |
Largest Losing Trade | -53973 | -53973 | -9956 | -17072781 | -17072781 | -2062275 |
Avg Bars in Trades | 60 | 119 | 2 | 60 | 119 | 2 |
Avg Bars in Winners | 46 | 101 | 2 | 46 | 101 | 2 |
Avg Bars in Losers | 77 | 137 | 2 | 77 | 137 | 2 |
Bars Traded | 6342 | 6195 | 147 | 6342 | 6195 | 147 |
Profit Streak | 45.7781 | 0 | 74.1114 | 45.7781 | 0 | 74.1114 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143793 | -325233 | -498932 | 301983 | -174377 | -333269 |
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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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