Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4302820.6266 | 4269831.7097 | 32988.9169 | 1182910.8551 | -494191.2091 | 1677102.0642 |
Total P&L (%) | 4302.8206 | 4269.8317 | 32.9889 | 1182.9109 | -494.1912 | 1677.1021 |
Avg Daily Profit (%) | 1.8194 | 1.8054 | 0.0139 | 0.108 | 0 | 0.1217 |
Buy And Hold Return (%) | 503.707 | 503.707 | 503.707 | 503.707 | 503.707 | 503.707 |
Max Trade Drawdown | -168573 | -199534 | -33029 | -13015213 | -14964085 | -1365394 |
Profit Factor | 8.4965 | 9.4964 | 1.4618 | 1.0488 | 0.978 | 1.9524 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 42.6966 | 29.5455 | 55.5556 | 42.6966 | 29.5455 | 55.5556 |
Ratio Avg Win / Avg Loss | 11.4033 | 22.6454 | 1.1695 | 1.4076 | 2.3322 | 1.562 |
Largest Winning Trade | 3988160 | 3988160 | 16707 | 13685219 | 13685219 | 736769 |
Largest Losing Trade | -48881 | -48881 | -15707 | -4742317 | -4742317 | -489358 |
Avg Bars in Trades | 151 | 301 | 5 | 151 | 301 | 5 |
Avg Bars in Winners | 169 | 483 | 6 | 169 | 483 | 6 |
Avg Bars in Losers | 138 | 224 | 4 | 138 | 224 | 4 |
Bars Traded | 13502 | 13258 | 244 | 13502 | 13258 | 244 |
Profit Streak | 96.8829 | 0 | 232.0496 | 96.8829 | 0 | 232.0496 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739299 | 462395 | -336875 | -221945 | -587722 | -27133 |
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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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