Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452782.03 | 1422873.1984 | 29908.8316 | 916894.7252 | 2046436.0695 | -1129541.3442 |
Total P&L (%) | 1452.782 | 1422.8732 | 29.9088 | 916.8947 | 2046.4361 | -1129.5413 |
Avg Daily Profit (%) | 0.5813 | 0.5693 | 0.012 | 0.0928 | 0.1228 | 0 |
Buy And Hold Return (%) | 273.9552 | 273.9552 | 273.9552 | 273.9552 | 273.9552 | 273.9552 |
Max Trade Drawdown | -126190 | -84898 | -67834 | -5515288 | -2683273 | -2928062 |
Profit Factor | 3.009 | 4.4348 | 1.0968 | 1.0775 | 1.3429 | 0.8072 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 46.2185 | 44.0678 | 48.3333 | 46.2185 | 44.0678 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.5014 | 5.6288 | 1.1725 | 1.2539 | 1.7045 | 0.8629 |
Largest Winning Trade | 1191555 | 1191555 | 45869 | 4109498 | 4109498 | 1641248 |
Largest Losing Trade | -42991 | -41369 | -42991 | -2412310 | -1027857 | -2412310 |
Avg Bars in Trades | 122 | 188 | 57 | 122 | 188 | 57 |
Avg Bars in Winners | 178 | 309 | 60 | 178 | 309 | 60 |
Avg Bars in Losers | 74 | 92 | 54 | 74 | 92 | 54 |
Bars Traded | 14564 | 11111 | 3453 | 14564 | 11111 | 3453 |
Profit Streak | 0 | 176.2591 | 0 | 0 | 176.2591 | 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 | 531292 | -160233 | -626472 | -207797 | -204840 | -750606 |
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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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