Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480689.6834 | 1432663.8266 | 48025.8568 | 3090045.435 | 4293093.5104 | -1203048.0755 |
Total P&L (%) | 1480.6897 | 1432.6638 | 48.0259 | 3090.0454 | 4293.0935 | -1203.0481 |
Avg Daily Profit (%) | 0.8139 | 0.7875 | 0.0264 | 0.1905 | 0.2081 | 0 |
Buy And Hold Return (%) | 613.3752 | 613.3752 | 613.3752 | 613.3752 | 613.3752 | 613.3752 |
Max Trade Drawdown | -101749 | -70418 | -70704 | -7073296 | -3252294 | -4283803 |
Profit Factor | 3.2772 | 5.7536 | 1.1377 | 1.1444 | 1.4846 | 0.9041 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 39.4495 | 33.3333 | 45.4545 | 39.4495 | 33.3333 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.0301 | 11.5072 | 1.3652 | 1.7565 | 2.9693 | 1.0849 |
Largest Winning Trade | 817612 | 817612 | 76575 | 5483220 | 5483220 | 2548210 |
Largest Losing Trade | -27077 | -23602 | -27077 | -1447805 | -1406197 | -1447805 |
Avg Bars in Trades | 98 | 93 | 102 | 98 | 93 | 102 |
Avg Bars in Winners | 166 | 165 | 167 | 166 | 165 | 167 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 10702 | 5075 | 5627 | 10702 | 5075 | 5627 |
Profit Streak | 0 | 12.4706 | 0 | 0 | 12.4706 | 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 | 414037 | -169442 | -574292 | -57727 | -175768 | -760934 |
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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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