Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484910.9101 | 1552902.9884 | -67992.0783 | 12059.4642 | 539068.458 | -527008.9939 |
Total P&L (%) | 1484.9109 | 1552.903 | -67.9921 | 12.0595 | 539.0685 | -527.009 |
Avg Daily Profit (%) | 0.6568 | 0.6868 | -0.0301 | 0.005 | 0.0821 | 0 |
Buy And Hold Return (%) | 362.3218 | 362.3218 | 362.3218 | 362.3218 | 362.3218 | 362.3218 |
Max Trade Drawdown | -260597 | -183588 | -122838 | -5553368 | -4154211 | -1775027 |
Profit Factor | 2.7492 | 3.761 | 0.7626 | 1.0016 | 1.1046 | 0.764 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 48.9209 | 42.029 | 55.7143 | 48.9209 | 42.029 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.8705 | 5.1876 | 0.6062 | 1.0458 | 1.5235 | 0.6073 |
Largest Winning Trade | 1348053 | 1348053 | 22351 | 3922114 | 3922114 | 808505 |
Largest Losing Trade | -44138 | -40987 | -44138 | -1911675 | -1911675 | -1214837 |
Avg Bars in Trades | 31 | 53 | 9 | 31 | 53 | 9 |
Avg Bars in Winners | 38 | 79 | 8 | 38 | 79 | 8 |
Avg Bars in Losers | 24 | 34 | 11 | 24 | 34 | 11 |
Bars Traded | 4393 | 3700 | 693 | 4393 | 3700 | 693 |
Profit Streak | 11.5958 | 0 | 16.5958 | 11.5958 | 0 | 16.5958 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562735 | -87941 | -673366 | -570022 | -306420 | -673366 |
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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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