Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4331133.2215 | 4392282.1175 | -61148.896 | 41845.4633 | 410693.4113 | -368847.9481 |
Total P&L (%) | 4331.1332 | 4392.2821 | -61.1489 | 41.8455 | 410.6934 | -368.8479 |
Avg Daily Profit (%) | 1.9591 | 1.9868 | -0.0277 | 0.0158 | 0.0738 | 0 |
Buy And Hold Return (%) | 271.4155 | 271.4155 | 271.4155 | 271.4155 | 271.4155 | 271.4155 |
Max Trade Drawdown | -174170 | -142599 | -108459 | -1520988 | -1124064 | -450792 |
Profit Factor | 7.1212 | 11.8814 | 0.7988 | 1.0141 | 1.2051 | 0.6213 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 40.9938 | 43.75 | 38.2716 | 40.9938 | 43.75 | 38.2716 |
Ratio Avg Win / Avg Loss | 10.2503 | 15.2761 | 1.2884 | 1.4596 | 1.5494 | 1.0021 |
Largest Winning Trade | 4502085 | 4502085 | 42565 | 1530211 | 1530211 | 132776 |
Largest Losing Trade | -54169 | -44842 | -54169 | -538941 | -538941 | -266973 |
Avg Bars in Trades | 52 | 68 | 36 | 52 | 68 | 36 |
Avg Bars in Winners | 75 | 94 | 54 | 75 | 94 | 54 |
Avg Bars in Losers | 35 | 48 | 24 | 35 | 48 | 24 |
Bars Traded | 8388 | 5465 | 2923 | 8388 | 5465 | 2923 |
Profit Streak | 10.8216 | 11.5716 | 10.8216 | 10.8216 | 11.5716 | 10.8216 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760929 | 52792 | -594985 | -544123 | -125203 | -594985 |
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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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