Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336742.9829 | 1312904.2899 | 23838.693 | 1599380.5786 | 3431959.6273 | -1832579.0487 |
Total P&L (%) | 1336.743 | 1312.9043 | 23.8387 | 1599.3806 | 3431.9596 | -1832.579 |
Avg Daily Profit (%) | 0.7364 | 0.7232 | 0.0131 | 0.1562 | 0.1965 | 0 |
Buy And Hold Return (%) | 615.5047 | 615.5047 | 615.5047 | 615.5047 | 615.5047 | 615.5047 |
Max Trade Drawdown | -146481 | -73091 | -84495 | -8170251 | -3812451 | -4849254 |
Profit Factor | 3.3635 | 6.2428 | 1.0756 | 1.1021 | 1.527 | 0.7999 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 39.2405 | 35.8974 | 42.5 | 39.2405 | 35.8974 | 42.5 |
Ratio Avg Win / Avg Loss | 5.2079 | 11.1479 | 1.4553 | 1.7064 | 2.7268 | 1.0822 |
Largest Winning Trade | 761946 | 761946 | 75369 | 4605965 | 4605965 | 1581594 |
Largest Losing Trade | -50611 | -21510 | -50611 | -2342614 | -1723654 | -2342614 |
Avg Bars in Trades | 135 | 127 | 143 | 135 | 127 | 143 |
Avg Bars in Winners | 216 | 199 | 230 | 216 | 199 | 230 |
Avg Bars in Losers | 83 | 86 | 79 | 83 | 86 | 79 |
Bars Traded | 10721 | 4967 | 5754 | 10721 | 4967 | 5754 |
Profit Streak | 0 | 22.4018 | 0 | 0 | 22.4018 | 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 | -22151 | 364341 | -481288 | -138405 | 170116 | -581999 |
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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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