Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031555.9634 | 825859.1966 | 205696.7668 | 4605595.6699 | 11208180.1678 | -6602584.4979 |
Total P&L (%) | 1031.556 | 825.8592 | 205.6968 | 4605.5957 | 11208.1802 | -6602.5845 |
Avg Daily Profit (%) | 0.4537 | 0.3632 | 0.0905 | 0.1695 | 0.2082 | 0 |
Buy And Hold Return (%) | 145.3933 | 145.3933 | 145.3933 | 145.3933 | 145.3933 | 145.3933 |
Max Trade Drawdown | -137279 | -81128 | -238225 | -14194045 | -4867698 | -16875505 |
Profit Factor | 2.0327 | 2.8554 | 1.3714 | 1.1024 | 1.6199 | 0.7546 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 60.1124 | 57.3034 | 62.9213 | 60.1124 | 57.3034 | 62.9213 |
Ratio Avg Win / Avg Loss | 1.3488 | 2.1276 | 0.8081 | 0.7315 | 1.207 | 0.4447 |
Largest Winning Trade | 151507 | 151507 | 44171 | 4281872 | 4281872 | 1840949 |
Largest Losing Trade | -90876 | -36318 | -90876 | -12666746 | -3095080 | -12666746 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 6724 | 3353 | 3370 | 6724 | 3353 | 3370 |
Profit Streak | 0 | 0 | 91.4022 | 0 | 0 | 91.4022 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547247 | 526841 | -107071 | -99559 | 384966 | -577781 |
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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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