Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806973.5394 | 1799787.6121 | 7185.9272 | 272002.0587 | 3309865.9358 | -3037863.8771 |
Total P&L (%) | 1806.9735 | 1799.7876 | 7.1859 | 272.0021 | 3309.8659 | -3037.8639 |
Avg Daily Profit (%) | 0.8012 | 0.798 | 0.0032 | 0.0583 | 0.1566 | 0 |
Buy And Hold Return (%) | 170.4633 | 170.4633 | 170.4633 | 170.4633 | 170.4633 | 170.4633 |
Max Trade Drawdown | -155373 | -138785 | -157758 | -4351760 | -1819145 | -3320188 |
Profit Factor | 2.9831 | 4.9384 | 1.0158 | 1.0246 | 1.702 | 0.5222 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 36.3636 | 30.303 | 42.4242 | 36.3636 | 30.303 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.2205 | 11.3584 | 1.3786 | 1.793 | 3.9147 | 0.7087 |
Largest Winning Trade | 1613596 | 1613596 | 51981 | 4350037 | 4350037 | 1068881 |
Largest Losing Trade | -48172 | -39047 | -48172 | -1696443 | -712679 | -1696443 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 123 | 131 | 118 | 123 | 131 | 118 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 8931 | 4222 | 4709 | 8931 | 4222 | 4709 |
Profit Streak | 0 | 0 | 138.2295 | 0 | 0 | 138.2295 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500806 | -111219 | -683480 | -322047 | -121225 | -706799 |
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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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