Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374461.9937 | 1305140.7811 | 69321.2126 | 2962471.5688 | 2130489.6156 | 831981.9532 |
Total P&L (%) | 1374.462 | 1305.1408 | 69.3212 | 2962.4716 | 2130.4896 | 831.982 |
Avg Daily Profit (%) | 0.7566 | 0.7185 | 0.0382 | 0.1885 | 0.1711 | 0.123 |
Buy And Hold Return (%) | 699.761 | 699.761 | 699.761 | 699.761 | 699.761 | 699.761 |
Max Trade Drawdown | -104390 | -74665 | -73880 | -4427634 | -3444862 | -2184868 |
Profit Factor | 3.4413 | 5.0497 | 1.288 | 1.2487 | 1.3076 | 1.1669 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 38.7097 | 28.2609 | 48.9362 | 38.7097 | 28.2609 | 48.9362 |
Ratio Avg Win / Avg Loss | 5.4488 | 12.8185 | 1.344 | 1.9771 | 3.3193 | 1.2176 |
Largest Winning Trade | 791003 | 791003 | 65320 | 3814284 | 3814284 | 1390349 |
Largest Losing Trade | -32781 | -32781 | -27158 | -1141696 | -1141696 | -846268 |
Avg Bars in Trades | 220 | 285 | 156 | 220 | 285 | 156 |
Avg Bars in Winners | 352 | 537 | 247 | 352 | 537 | 247 |
Avg Bars in Losers | 136 | 185 | 69 | 136 | 185 | 69 |
Bars Traded | 20477 | 13121 | 7356 | 20477 | 13121 | 7356 |
Profit Streak | 91.9672 | 0 | 94.4672 | 91.9672 | 0 | 94.4672 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311957 | -2856 | -307467 | 116025 | -9408 | -172162 |
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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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