Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4566635.1548 | 4636851.976 | -70216.8211 | 82535.1983 | 592454.7353 | -509919.537 |
Total P&L (%) | 4566.6352 | 4636.852 | -70.2168 | 82.5352 | 592.4547 | -509.9195 |
Avg Daily Profit (%) | 2.1926 | 2.2263 | -0.0337 | 0.0289 | 0.093 | 0 |
Buy And Hold Return (%) | 458.0089 | 458.0089 | 458.0089 | 458.0089 | 458.0089 | 458.0089 |
Max Trade Drawdown | -218727 | -177310 | -82003 | -5668035 | -4994009 | -841971 |
Profit Factor | 8.4755 | 10.9209 | 0.5107 | 1.0101 | 1.0869 | 0.62 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 41.2844 | 40.7407 | 41.8182 | 41.2844 | 40.7407 | 41.8182 |
Ratio Avg Win / Avg Loss | 12.054 | 15.885 | 0.7105 | 1.4366 | 1.581 | 0.8625 |
Largest Winning Trade | 4714370 | 4714370 | 10214 | 5506307 | 5506307 | 193483 |
Largest Losing Trade | -45433 | -45433 | -15631 | -2642705 | -2642705 | -271227 |
Avg Bars in Trades | 222 | 435 | 13 | 222 | 435 | 13 |
Avg Bars in Winners | 332 | 663 | 15 | 332 | 663 | 15 |
Avg Bars in Losers | 145 | 278 | 11 | 145 | 278 | 11 |
Bars Traded | 24268 | 23526 | 742 | 24268 | 23526 | 742 |
Profit Streak | 163.5557 | 167.2223 | 163.5557 | 163.5557 | 167.2223 | 163.5557 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 747708 | -159756 | -763158 | -531587 | -449408 | -763158 |
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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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