Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205447.474 | 1104423.9389 | 101023.5351 | 5074250.5433 | 4516459.8086 | 557790.7347 |
Total P&L (%) | 1205.4475 | 1104.4239 | 101.0235 | 5074.2505 | 4516.4598 | 557.7907 |
Avg Daily Profit (%) | 0.6632 | 0.6077 | 0.0556 | 0.2174 | 0.2111 | 0.1037 |
Buy And Hold Return (%) | 633.8447 | 633.8447 | 633.8447 | 633.8447 | 633.8447 | 633.8447 |
Max Trade Drawdown | -76174 | -92630 | -42644 | -7149929 | -5255876 | -3462208 |
Profit Factor | 3.3008 | 4.2487 | 1.5491 | 1.1649 | 1.2342 | 1.0486 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 56.2874 | 51.8072 | 60.7143 | 56.2874 | 51.8072 | 60.7143 |
Ratio Avg Win / Avg Loss | 2.5634 | 3.9523 | 1.0024 | 0.9047 | 1.1481 | 0.6785 |
Largest Winning Trade | 527431 | 527431 | 61570 | 8015539 | 8015539 | 2344554 |
Largest Losing Trade | -23926 | -23926 | -14038 | -1570176 | -1570176 | -1224333 |
Avg Bars in Trades | 39 | 60 | 19 | 39 | 60 | 19 |
Avg Bars in Winners | 44 | 73 | 20 | 44 | 73 | 20 |
Avg Bars in Losers | 33 | 46 | 18 | 33 | 46 | 18 |
Bars Traded | 6670 | 5006 | 1664 | 6670 | 5006 | 1664 |
Profit Streak | 0 | 84.4885 | 0 | 0 | 84.4885 | 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 | 448342 | 396850 | -281250 | -30880 | 312403 | -387035 |
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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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