Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2352497.2012 | 2316807.5565 | 35689.6447 | 789458.6195 | 1194023.9214 | -404565.3019 |
Total P&L (%) | 2352.4972 | 2316.8076 | 35.6896 | 789.4586 | 1194.0239 | -404.5653 |
Avg Daily Profit (%) | 1.2469 | 1.2279 | 0.0189 | 0.1159 | 0.1358 | 0 |
Buy And Hold Return (%) | 352.1155 | 352.1155 | 352.1155 | 352.1155 | 352.1155 | 352.1155 |
Max Trade Drawdown | -141688 | -147782 | -40266 | -7562975 | -6828610 | -987712 |
Profit Factor | 5.548 | 7.4511 | 1.2257 | 1.057 | 1.1143 | 0.8814 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.2099 | 40 | 46.3415 | 43.2099 | 40 | 46.3415 |
Ratio Avg Win / Avg Loss | 7.2916 | 11.1767 | 1.4192 | 1.3891 | 1.6714 | 1.0206 |
Largest Winning Trade | 1871812 | 1871812 | 42390 | 7234487 | 7234487 | 705323 |
Largest Losing Trade | -57143 | -57143 | -32345 | -2899198 | -2899198 | -685357 |
Avg Bars in Trades | 85 | 121 | 49 | 85 | 121 | 49 |
Avg Bars in Winners | 122 | 194 | 61 | 122 | 194 | 61 |
Avg Bars in Losers | 56 | 73 | 39 | 56 | 73 | 39 |
Bars Traded | 6891 | 4866 | 2025 | 6891 | 4866 | 2025 |
Profit Streak | 83.2814 | 0 | 83.5314 | 83.2814 | 0 | 83.5314 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 114402 | 645291 | -334561 | -219366 | -111677 | -579940 |
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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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