Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263822.5796 | 1229572.883 | 34249.6966 | 2097115.2002 | 2299512.1377 | -202396.9376 |
Total P&L (%) | 1263.8226 | 1229.5729 | 34.2497 | 2097.1152 | 2299.5121 | -202.3969 |
Avg Daily Profit (%) | 0.6956 | 0.6767 | 0.0189 | 0.1702 | 0.1751 | 0 |
Buy And Hold Return (%) | 666.5505 | 666.5505 | 666.5505 | 666.5505 | 666.5505 | 666.5505 |
Max Trade Drawdown | -109720 | -67594 | -88742 | -2414506 | -1588122 | -1256346 |
Profit Factor | 3.0002 | 5.15 | 1.1021 | 1.2637 | 1.6166 | 0.9521 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 42.5532 | 44.6809 | 40.4255 | 42.5532 | 44.6809 | 40.4255 |
Ratio Avg Win / Avg Loss | 4.0503 | 6.3762 | 1.6241 | 1.706 | 2.0014 | 1.4031 |
Largest Winning Trade | 674713 | 674713 | 77041 | 1726493 | 1726493 | 766952 |
Largest Losing Trade | -39755 | -22670 | -39755 | -599501 | -599501 | -484947 |
Avg Bars in Trades | 227 | 220 | 235 | 227 | 220 | 235 |
Avg Bars in Winners | 350 | 321 | 383 | 350 | 321 | 383 |
Avg Bars in Losers | 136 | 139 | 134 | 136 | 139 | 134 |
Bars Traded | 21411 | 10365 | 11046 | 21411 | 10365 | 11046 |
Profit Streak | 0 | 109.7958 | 0 | 0 | 109.7958 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279966 | 412529 | -444234 | 112664 | 271430 | -582753 |
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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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