Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401946.5838 | 1334664.0835 | 67282.5003 | 3336801.1232 | 3774171.0293 | -437369.906 |
Total P&L (%) | 1401.9466 | 1334.6641 | 67.2825 | 3336.8011 | 3774.171 | -437.3699 |
Avg Daily Profit (%) | 0.6389 | 0.6082 | 0.0307 | 0.1613 | 0.1668 | 0 |
Buy And Hold Return (%) | 547.2279 | 547.2279 | 547.2279 | 547.2279 | 547.2279 | 547.2279 |
Max Trade Drawdown | -113267 | -84016 | -117691 | -2415569 | -1996093 | -872318 |
Profit Factor | 3.2612 | 4.7407 | 1.2556 | 1.477 | 1.8611 | 0.8326 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 35.7143 | 26.5306 | 44.898 | 35.7143 | 26.5306 | 44.898 |
Ratio Avg Win / Avg Loss | 5.8702 | 13.1282 | 1.541 | 2.6586 | 5.1538 | 1.0218 |
Largest Winning Trade | 679910 | 679910 | 55419 | 3825255 | 3825255 | 404424 |
Largest Losing Trade | -29857 | -29857 | -27195 | -959108 | -959108 | -418629 |
Avg Bars in Trades | 130 | 124 | 137 | 130 | 124 | 137 |
Avg Bars in Winners | 214 | 250 | 193 | 214 | 250 | 193 |
Avg Bars in Losers | 84 | 78 | 92 | 84 | 78 | 92 |
Bars Traded | 12837 | 6091 | 6745 | 12837 | 6091 | 6745 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332213 | -8081 | -318665 | 147161 | -12032 | -580999 |
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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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