Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346685.7564 | 1253641.9766 | 93043.7798 | 4061438.4681 | 12034744.8723 | -7973306.4041 |
Total P&L (%) | 1346.6858 | 1253.642 | 93.0438 | 4061.4385 | 12034.7449 | -7973.3064 |
Avg Daily Profit (%) | 0.6213 | 0.5784 | 0.0429 | 0.1722 | 0.2216 | 0 |
Buy And Hold Return (%) | 411.1309 | 411.1309 | 411.1309 | 411.1309 | 411.1309 | 411.1309 |
Max Trade Drawdown | -222589 | -147688 | -112598 | -32521082 | -19818485 | -15625847 |
Profit Factor | 2.8027 | 3.4084 | 1.4108 | 1.0613 | 1.2903 | 0.679 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 50.7692 | 43.0769 | 58.4615 | 50.7692 | 43.0769 | 58.4615 |
Ratio Avg Win / Avg Loss | 2.7178 | 4.504 | 1.0024 | 1.0291 | 1.7051 | 0.4824 |
Largest Winning Trade | 559427 | 559427 | 45251 | 27264348 | 27264348 | 2692319 |
Largest Losing Trade | -36669 | -36669 | -31234 | -7399008 | -7399008 | -5620984 |
Avg Bars in Trades | 31 | 52 | 9 | 31 | 52 | 9 |
Avg Bars in Winners | 37 | 77 | 8 | 37 | 77 | 8 |
Avg Bars in Losers | 24 | 34 | 10 | 24 | 34 | 10 |
Bars Traded | 4036 | 3429 | 607 | 4036 | 3429 | 607 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524379 | -119927 | -430893 | -144888 | -125291 | -711083 |
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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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