Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2583061.5661 | 2524545.4772 | 58516.0888 | 994373.53 | 3152209.0579 | -2157835.5279 |
Total P&L (%) | 2583.0616 | 2524.5455 | 58.5161 | 994.3735 | 3152.2091 | -2157.8355 |
Avg Daily Profit (%) | 1.2404 | 1.2123 | 0.0281 | 0.115 | 0.1673 | 0 |
Buy And Hold Return (%) | 70.2317 | 70.2317 | 70.2317 | 70.2317 | 70.2317 | 70.2317 |
Max Trade Drawdown | -197957 | -193773 | -156024 | -7319524 | -4446895 | -4131687 |
Profit Factor | 3.9463 | 5.648 | 1.1754 | 1.0555 | 1.2788 | 0.6738 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 41.3534 | 34.8485 | 47.7612 | 41.3534 | 34.8485 | 47.7612 |
Ratio Avg Win / Avg Loss | 5.5965 | 10.5592 | 1.2856 | 1.4969 | 2.3908 | 0.737 |
Largest Winning Trade | 2191086 | 2191086 | 61915 | 3733100 | 3733100 | 527883 |
Largest Losing Trade | -43691 | -36308 | -43691 | -2151458 | -2151458 | -1935741 |
Avg Bars in Trades | 182 | 234 | 131 | 182 | 234 | 131 |
Avg Bars in Winners | 270 | 388 | 184 | 270 | 388 | 184 |
Avg Bars in Losers | 120 | 152 | 82 | 120 | 152 | 82 |
Bars Traded | 24267 | 15489 | 8778 | 24267 | 15489 | 8778 |
Profit Streak | 0 | 23.2166 | 0 | 0 | 23.2166 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632167 | -108010 | -466511 | -201611 | -120980 | -698606 |
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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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