Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554816.953 | 1532887.5391 | 21929.4139 | 630199.0376 | 3254775.7461 | -2624576.7085 |
Total P&L (%) | 1554.817 | 1532.8875 | 21.9294 | 630.199 | 3254.7757 | -2624.5767 |
Avg Daily Profit (%) | 0.6221 | 0.6133 | 0.0088 | 0.0796 | 0.1407 | 0 |
Buy And Hold Return (%) | 451.1932 | 451.1932 | 451.1932 | 451.1932 | 451.1932 | 451.1932 |
Max Trade Drawdown | -138586 | -81519 | -109864 | -7584587 | -3044962 | -6382134 |
Profit Factor | 3.118 | 5.5868 | 1.0548 | 1.0383 | 1.533 | 0.7463 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 51.5789 | 43.75 | 59.5745 | 51.5789 | 43.75 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.9271 | 7.183 | 0.7158 | 0.9747 | 1.971 | 0.5064 |
Largest Winning Trade | 1047856 | 1047856 | 54965 | 4932875 | 4932875 | 2513177 |
Largest Losing Trade | -65637 | -37935 | -65637 | -3878090 | -1384093 | -3878090 |
Avg Bars in Trades | 154 | 169 | 140 | 154 | 169 | 140 |
Avg Bars in Winners | 183 | 212 | 161 | 183 | 212 | 161 |
Avg Bars in Losers | 124 | 136 | 108 | 124 | 136 | 108 |
Bars Traded | 14724 | 8143 | 6581 | 14724 | 8143 | 6581 |
Profit Streak | 0 | 0 | 75.6095 | 0 | 0 | 75.6095 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552467 | 529055 | -506880 | -308231 | -4572 | -578897 |
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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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