Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467253.2925 | 1391724.6827 | 75528.6099 | 3494705.329 | 7132058.5027 | -3637353.1737 |
Total P&L (%) | 1467.2533 | 1391.7247 | 75.5286 | 3494.7053 | 7132.0585 | -3637.3532 |
Avg Daily Profit (%) | 0.8066 | 0.7651 | 0.0415 | 0.1971 | 0.2356 | 0 |
Buy And Hold Return (%) | 791.2079 | 791.2079 | 791.2079 | 791.2079 | 791.2079 | 791.2079 |
Max Trade Drawdown | -140090 | -97114 | -86530 | -14883094 | -11316500 | -9411180 |
Profit Factor | 2.9446 | 4.0993 | 1.2472 | 1.0819 | 1.2972 | 0.8049 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 51.4851 | 45.5446 | 57.4257 | 51.4851 | 45.5446 | 57.4257 |
Ratio Avg Win / Avg Loss | 2.7747 | 4.9013 | 0.9247 | 1.0195 | 1.5509 | 0.5968 |
Largest Winning Trade | 678921 | 678921 | 64867 | 11670883 | 11670883 | 1988792 |
Largest Losing Trade | -43467 | -43467 | -23607 | -4834394 | -4834394 | -4181596 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 41 | 55 | 29 | 41 | 55 | 29 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 6825 | 4213 | 2612 | 6825 | 4213 | 2612 |
Profit Streak | 0 | 88.3484 | 0 | 0 | 88.3484 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438683 | 376168 | -304171 | -122976 | 304648 | -579822 |
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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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