Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374348.6523 | 1276192.6827 | 98155.9696 | 8666417.3443 | 8706298.7717 | -39881.4274 |
Total P&L (%) | 1374.3487 | 1276.1927 | 98.156 | 8666.4173 | 8706.2988 | -39.8814 |
Avg Daily Profit (%) | 0.7532 | 0.6994 | 0.0538 | 0.2455 | 0.2457 | -0.0279 |
Buy And Hold Return (%) | 674.0463 | 674.0463 | 674.0463 | 674.0463 | 674.0463 | 674.0463 |
Max Trade Drawdown | -82014 | -64253 | -67668 | -17106926 | -11426755 | -7806076 |
Profit Factor | 3.3381 | 5.7656 | 1.3067 | 1.1624 | 1.3269 | 0.9985 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 42.3077 | 40.3846 | 44.2308 | 42.3077 | 40.3846 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.552 | 8.5111 | 1.6476 | 1.5851 | 1.9587 | 1.259 |
Largest Winning Trade | 658746 | 658746 | 75598 | 12992518 | 12992518 | 6109371 |
Largest Losing Trade | -31786 | -23085 | -31786 | -3579461 | -3557203 | -3579461 |
Avg Bars in Trades | 206 | 198 | 214 | 206 | 198 | 214 |
Avg Bars in Winners | 337 | 306 | 364 | 337 | 306 | 364 |
Avg Bars in Losers | 110 | 124 | 94 | 110 | 124 | 94 |
Bars Traded | 21440 | 10309 | 11131 | 21440 | 10309 | 11131 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352967 | -170732 | -467921 | -35043 | -174007 | -761410 |
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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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