Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238739.7303 | 1174654.1465 | 64085.5838 | 3609360.7576 | 4099216.0958 | -489855.3382 |
Total P&L (%) | 1238.7397 | 1174.6541 | 64.0856 | 3609.3608 | 4099.2161 | -489.8553 |
Avg Daily Profit (%) | 0.6808 | 0.6456 | 0.0352 | 0.1988 | 0.2056 | 0 |
Buy And Hold Return (%) | 569.5349 | 569.5349 | 569.5349 | 569.5349 | 569.5349 | 569.5349 |
Max Trade Drawdown | -112113 | -54449 | -76475 | -8773529 | -3821549 | -5095997 |
Profit Factor | 3.2824 | 6.1093 | 1.2049 | 1.2056 | 1.5879 | 0.9537 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.9639 | 39.0244 | 42.8571 | 40.9639 | 39.0244 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.7305 | 9.5457 | 1.6065 | 1.7375 | 2.4812 | 1.2716 |
Largest Winning Trade | 700247 | 700247 | 76167 | 4082133 | 4082133 | 2434585 |
Largest Losing Trade | -41217 | -21807 | -41217 | -1904305 | -1122715 | -1904305 |
Avg Bars in Trades | 129 | 121 | 137 | 129 | 121 | 137 |
Avg Bars in Winners | 208 | 181 | 232 | 208 | 181 | 232 |
Avg Bars in Losers | 74 | 82 | 65 | 74 | 82 | 65 |
Bars Traded | 10722 | 4966 | 5756 | 10722 | 4966 | 5756 |
Profit Streak | 0 | 111.2593 | 0 | 0 | 111.2593 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284704 | 382591 | -313742 | 122842 | 279568 | -581845 |
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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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