Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1828435.0671 | 1803830.7082 | 24604.3589 | 1379899.1862 | -27232.6501 | 1407131.8363 |
Total P&L (%) | 1828.4351 | 1803.8307 | 24.6044 | 1379.8992 | -27.2327 | 1407.1318 |
Avg Daily Profit (%) | 0.9793 | 0.9661 | 0.0132 | 0.1444 | -0.017 | 0.1454 |
Buy And Hold Return (%) | 445.6737 | 445.6737 | 445.6737 | 445.6737 | 445.6737 | 445.6737 |
Max Trade Drawdown | -143990 | -143342 | -62777 | -9618315 | -9901036 | -3860372 |
Profit Factor | 3.6196 | 5.5374 | 1.0819 | 1.0439 | 0.9986 | 1.1169 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 40.3846 | 34.6154 | 46.1538 | 40.3846 | 34.6154 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.3432 | 10.4595 | 1.2622 | 1.541 | 1.8862 | 1.303 |
Largest Winning Trade | 1240843 | 1240843 | 56771 | 8364122 | 8364122 | 3220671 |
Largest Losing Trade | -31307 | -31307 | -29815 | -2928215 | -2603438 | -2928215 |
Avg Bars in Trades | 104 | 92 | 116 | 104 | 92 | 116 |
Avg Bars in Winners | 168 | 140 | 189 | 168 | 140 | 189 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 10845 | 4793 | 6052 | 10845 | 4793 | 6052 |
Profit Streak | 0 | 36.2844 | 0 | 0 | 36.2844 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522382 | -166175 | -653007 | -177427 | -763495 | -275040 |
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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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