Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1788053.9381 | 1711467.9059 | 76586.0322 | 4901077.8495 | 7572677.2042 | -2671599.3547 |
Total P&L (%) | 1788.0539 | 1711.4679 | 76.586 | 4901.0778 | 7572.6772 | -2671.5994 |
Avg Daily Profit (%) | 0.9825 | 0.9405 | 0.0421 | 0.2152 | 0.2388 | 0 |
Buy And Hold Return (%) | 641.1466 | 641.1466 | 641.1466 | 641.1466 | 641.1466 | 641.1466 |
Max Trade Drawdown | -142443 | -125271 | -67797 | -16313528 | -12621189 | -6779926 |
Profit Factor | 3.3383 | 5.7895 | 1.188 | 1.0899 | 1.275 | 0.9011 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 38.7324 | 29.5775 | 47.8873 | 38.7324 | 29.5775 | 47.8873 |
Ratio Avg Win / Avg Loss | 5.2805 | 13.7844 | 1.2928 | 1.724 | 3.0358 | 0.9806 |
Largest Winning Trade | 1015301 | 1015301 | 75378 | 8716961 | 8716961 | 4570692 |
Largest Losing Trade | -31763 | -25650 | -31763 | -4217268 | -4217268 | -2886712 |
Avg Bars in Trades | 74 | 68 | 81 | 74 | 68 | 81 |
Avg Bars in Winners | 129 | 135 | 125 | 129 | 135 | 125 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 10641 | 4844 | 5797 | 10641 | 4844 | 5797 |
Profit Streak | 10.6867 | 0 | 11.8533 | 10.6867 | 0 | 11.8533 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469811 | -78341 | -403341 | -115759 | -87186 | -667931 |
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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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