Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652624.8873 | 1668732.9581 | -16108.0708 | 650176.7566 | 2904078.9402 | -2253902.1836 |
Total P&L (%) | 1652.6249 | 1668.733 | -16.1081 | 650.1768 | 2904.0789 | -2253.9022 |
Avg Daily Profit (%) | 0.9077 | 0.9165 | -0.0088 | 0.1107 | 0.1871 | 0 |
Buy And Hold Return (%) | 644.5038 | 644.5038 | 644.5038 | 644.5038 | 644.5038 | 644.5038 |
Max Trade Drawdown | -135819 | -123224 | -81255 | -3114600 | -1849289 | -2678651 |
Profit Factor | 2.7506 | 4.5515 | 0.966 | 1.0471 | 1.4644 | 0.7019 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 39.2638 | 34.5679 | 43.9024 | 39.2638 | 34.5679 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.2549 | 8.6152 | 1.2344 | 1.6197 | 2.7719 | 0.8969 |
Largest Winning Trade | 1097100 | 1097100 | 74583 | 2680556 | 2680556 | 629836 |
Largest Losing Trade | -36761 | -36761 | -29127 | -774085 | -626530 | -774085 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 98 | 94 | 101 | 98 | 94 | 101 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 10784 | 4951 | 5834 | 10784 | 4951 | 5834 |
Profit Streak | 0 | 26.0353 | 0 | 0 | 26.0353 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420787 | -160 | -585940 | -378738 | -9063 | -587607 |
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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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