Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626453.5081 | 1663523.3624 | -37069.8543 | 206543.0169 | 1418538.7064 | -1211995.6895 |
Total P&L (%) | 1626.4535 | 1663.5234 | -37.0699 | 206.543 | 1418.5387 | -1211.9957 |
Avg Daily Profit (%) | 0.9085 | 0.9293 | -0.0207 | 0.0626 | 0.1521 | 0 |
Buy And Hold Return (%) | 511.1893 | 511.1893 | 511.1893 | 511.1893 | 511.1893 | 511.1893 |
Max Trade Drawdown | -344877 | -314038 | -40332 | -33536772 | -31935347 | -2854344 |
Profit Factor | 3.0736 | 3.4749 | 0.6696 | 1.0048 | 1.0378 | 0.7708 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 30.4965 | 27.1429 | 33.8028 | 30.4965 | 27.1429 | 33.8028 |
Ratio Avg Win / Avg Loss | 7.005 | 9.3275 | 1.3113 | 2.2901 | 2.7858 | 1.5095 |
Largest Winning Trade | 1245961 | 1245961 | 13788 | 19230218 | 19230218 | 1892818 |
Largest Losing Trade | -52933 | -52933 | -9699 | -7440177 | -7440177 | -1926246 |
Avg Bars in Trades | 74 | 148 | 2 | 74 | 148 | 2 |
Avg Bars in Winners | 150 | 335 | 4 | 150 | 335 | 4 |
Avg Bars in Losers | 41 | 78 | 1 | 41 | 78 | 1 |
Bars Traded | 10570 | 10388 | 182 | 10570 | 10388 | 182 |
Profit Streak | 0 | 98.9233 | 0 | 0 | 98.9233 | 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 | 322966 | -97228 | -672090 | -496442 | -287748 | -670979 |
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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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