Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337769.924 | 1256984.2768 | 80785.6472 | 3349990.749 | -3377874.9949 | 6727865.7438 |
Total P&L (%) | 1337.7699 | 1256.9843 | 80.7856 | 3349.9907 | -3377.875 | 6727.8657 |
Avg Daily Profit (%) | 0.7147 | 0.6716 | 0.0432 | 0.1894 | 0 | 0.2259 |
Buy And Hold Return (%) | 486.7131 | 486.7131 | 486.7131 | 486.7131 | 486.7131 | 486.7131 |
Max Trade Drawdown | -129844 | -151027 | -68496 | -11847231 | -14020184 | -3308283 |
Profit Factor | 2.9981 | 3.9093 | 1.3402 | 1.1041 | 0.8599 | 1.8335 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 49.6241 | 46.9697 | 52.2388 | 49.6241 | 46.9697 | 52.2388 |
Ratio Avg Win / Avg Loss | 3.0435 | 4.4137 | 1.2253 | 1.1208 | 0.9709 | 1.6764 |
Largest Winning Trade | 570020 | 570020 | 32777 | 8242997 | 8242997 | 2855587 |
Largest Losing Trade | -42574 | -42574 | -34907 | -4056291 | -4056291 | -1772899 |
Avg Bars in Trades | 51 | 68 | 35 | 51 | 68 | 35 |
Avg Bars in Winners | 61 | 74 | 49 | 61 | 74 | 49 |
Avg Bars in Losers | 42 | 64 | 19 | 42 | 64 | 19 |
Bars Traded | 6905 | 4551 | 2354 | 6905 | 4551 | 2354 |
Profit Streak | 0 | 90.4246 | 0 | 0 | 90.4246 | 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 | 541258 | -109095 | -417098 | -97976 | -705454 | -104652 |
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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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