Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372452.1623 | 1325941.5129 | 46510.6494 | 2682250.7854 | 5471986.9334 | -2789736.1479 |
Total P&L (%) | 1372.4522 | 1325.9415 | 46.5106 | 2682.2508 | 5471.9869 | -2789.7361 |
Avg Daily Profit (%) | 0.7546 | 0.729 | 0.0256 | 0.183 | 0.2213 | 0 |
Buy And Hold Return (%) | 758.2684 | 758.2684 | 758.2684 | 758.2684 | 758.2684 | 758.2684 |
Max Trade Drawdown | -131082 | -96538 | -141199 | -5926062 | -3025055 | -5959037 |
Profit Factor | 2.3744 | 3.7206 | 1.091 | 1.0957 | 1.3971 | 0.8041 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 47.027 | 45.6522 | 48.3871 | 47.027 | 45.6522 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.6746 | 4.4293 | 1.1637 | 1.2343 | 1.6632 | 0.8577 |
Largest Winning Trade | 946946 | 946946 | 68494 | 3816840 | 3816840 | 1299111 |
Largest Losing Trade | -42484 | -33466 | -42484 | -1495695 | -1218902 | -1495695 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 7059 | 3692 | 3367 | 7059 | 3692 | 3367 |
Profit Streak | 0 | 69.1118 | 0 | 0 | 69.1118 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322478 | 368344 | -445867 | -110156 | 337967 | -581711 |
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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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