Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1892645.6718 | 1869639.5085 | 23006.1633 | 981204.0828 | -161164.7488 | 1142368.8316 |
Total P&L (%) | 1892.6457 | 1869.6395 | 23.0062 | 981.2041 | -161.1647 | 1142.3688 |
Avg Daily Profit (%) | 1.0602 | 1.0473 | 0.0129 | 0.1334 | 0 | 0.1412 |
Buy And Hold Return (%) | 313.7715 | 313.7715 | 313.7715 | 313.7715 | 313.7715 | 313.7715 |
Max Trade Drawdown | -228991 | -202915 | -74107 | -32508957 | -21459654 | -13687593 |
Profit Factor | 3.672 | 6.071 | 1.0677 | 1.0156 | 0.9946 | 1.0347 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 36.2903 | 33.871 | 38.7097 | 36.2903 | 33.871 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.4463 | 11.8529 | 1.6906 | 1.7829 | 1.9419 | 1.6382 |
Largest Winning Trade | 1062113 | 1062113 | 66875 | 11169881 | 11169881 | 9372456 |
Largest Losing Trade | -40748 | -29583 | -40748 | -13687593 | -5887781 | -13687593 |
Avg Bars in Trades | 55 | 42 | 67 | 55 | 42 | 67 |
Avg Bars in Winners | 111 | 82 | 136 | 111 | 82 | 136 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 6852 | 2644 | 4208 | 6852 | 2644 | 4208 |
Profit Streak | 0 | 0 | 13.5573 | 0 | 0 | 13.5573 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524334 | -139515 | -644555 | -224731 | -738730 | -346142 |
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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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