Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731273.9944 | 1792383.9764 | -61109.982 | 5271.1363 | 785641.0804 | -780369.944 |
Total P&L (%) | 1731.274 | 1792.384 | -61.11 | 5.2711 | 785.6411 | -780.3699 |
Avg Daily Profit (%) | 0.9608 | 0.9947 | -0.0339 | 0.0029 | 0.1211 | 0 |
Buy And Hold Return (%) | 244.6874 | 244.6874 | 244.6874 | 244.6874 | 244.6874 | 244.6874 |
Max Trade Drawdown | -194495 | -121038 | -210633 | -539755 | -171276 | -878893 |
Profit Factor | 3.2156 | 6.5209 | 0.8662 | 1.0035 | 2.9058 | 0.2857 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 |
Ratio Avg Win / Avg Loss | 4.466 | 9.0568 | 1.2031 | 1.3938 | 4.0358 | 0.3968 |
Largest Winning Trade | 1078700 | 1078700 | 67881 | 536408 | 536408 | 42170 |
Largest Losing Trade | -70649 | -33809 | -70649 | -405715 | -74185 | -405715 |
Avg Bars in Trades | 245 | 212 | 277 | 245 | 212 | 277 |
Avg Bars in Winners | 359 | 289 | 429 | 359 | 289 | 429 |
Avg Bars in Losers | 162 | 157 | 168 | 162 | 157 | 168 |
Bars Traded | 21078 | 9147 | 11931 | 21078 | 9147 | 11931 |
Profit Streak | 32.9151 | 67.9984 | 32.9151 | 32.9151 | 67.9984 | 32.9151 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646788 | 724666 | -581684 | -572941 | -30014 | -583351 |
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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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