Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422353.9449 | 1382347.8405 | 40006.1044 | 55617.7071 | 67320.6837 | -11702.9765 |
Total P&L (%) | 1422.3539 | 1382.3478 | 40.0061 | 55.6177 | 67.3207 | -11.703 |
Avg Daily Profit (%) | 0.7967 | 0.7743 | 0.0224 | 0.0248 | 0.0288 | -0.007 |
Buy And Hold Return (%) | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 |
Max Trade Drawdown | -253616 | -293922 | -22910 | -3553427 | -3518429 | -448791 |
Profit Factor | 3.5115 | 4.0719 | 1.3439 | 1.0109 | 1.0167 | 0.9889 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 35 | 11 | 24 | 35 | 11 | 24 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 30.4348 | 19.2982 | 41.3793 | 30.4348 | 19.2982 | 41.3793 |
Ratio Avg Win / Avg Loss | 8.0263 | 17.028 | 1.9038 | 2.3107 | 4.2517 | 1.4009 |
Largest Winning Trade | 1534955 | 1534955 | 20138 | 2097815 | 2097815 | 261365 |
Largest Losing Trade | -33686 | -33686 | -12338 | -870143 | -870143 | -124532 |
Avg Bars in Trades | 54 | 106 | 2 | 54 | 106 | 2 |
Avg Bars in Winners | 99 | 310 | 3 | 99 | 310 | 3 |
Avg Bars in Losers | 33 | 57 | 1 | 33 | 57 | 1 |
Bars Traded | 6216 | 6072 | 144 | 6216 | 6072 | 144 |
Profit Streak | 0 | 96.7477 | 0 | 0 | 96.7477 | 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 | 377868 | -216804 | -510372 | -540236 | -755890 | -762241 |
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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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