Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2819102.8648 | 2736025.8471 | 83077.0177 | 3168612.6585 | 5744432.2825 | -2575819.624 |
Total P&L (%) | 2819.1029 | 2736.0258 | 83.077 | 3168.6127 | 5744.4323 | -2575.8196 |
Avg Daily Profit (%) | 1.3537 | 1.3138 | 0.0399 | 0.1676 | 0.1955 | 0 |
Buy And Hold Return (%) | 299.7444 | 299.7444 | 299.7444 | 299.7444 | 299.7444 | 299.7444 |
Max Trade Drawdown | -146887 | -85563 | -114324 | -7970860 | -4536237 | -4385725 |
Profit Factor | 5.3104 | 10.396 | 1.229 | 1.1495 | 1.6357 | 0.788 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 41.573 | 47.7273 | 35.5556 | 41.573 | 47.7273 | 35.5556 |
Ratio Avg Win / Avg Loss | 7.4633 | 11.3861 | 2.2275 | 1.6156 | 1.7914 | 1.4283 |
Largest Winning Trade | 2569936 | 2569936 | 57005 | 8816658 | 8816658 | 1728992 |
Largest Losing Trade | -43445 | -33835 | -43445 | -2640307 | -2640307 | -2374810 |
Avg Bars in Trades | 272 | 282 | 262 | 272 | 282 | 262 |
Avg Bars in Winners | 434 | 415 | 459 | 434 | 415 | 459 |
Avg Bars in Losers | 156 | 160 | 153 | 156 | 160 | 153 |
Bars Traded | 24235 | 12428 | 11807 | 24235 | 12428 | 11807 |
Profit Streak | 0 | 176.3402 | 0 | 0 | 176.3402 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670665 | 816142 | -310183 | -50199 | 418573 | -584662 |
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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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