Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329672.9986 | 1244458.9784 | 85214.0202 | 6186124.1724 | 5753956.4508 | 432167.7216 |
Total P&L (%) | 1329.673 | 1244.459 | 85.214 | 6186.1242 | 5753.9565 | 432.1677 |
Avg Daily Profit (%) | 0.73 | 0.6832 | 0.0468 | 0.2276 | 0.2237 | 0.0918 |
Buy And Hold Return (%) | 684.9992 | 684.9992 | 684.9992 | 684.9992 | 684.9992 | 684.9992 |
Max Trade Drawdown | -85228 | -101229 | -58748 | -2765933 | -2482465 | -1561419 |
Profit Factor | 3.7779 | 5.8707 | 1.3819 | 1.5085 | 1.8775 | 1.0771 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 52.1739 | 50.7246 | 53.6232 | 52.1739 | 50.7246 | 53.6232 |
Ratio Avg Win / Avg Loss | 3.4631 | 5.7029 | 1.1951 | 1.3828 | 1.8238 | 0.9315 |
Largest Winning Trade | 697327 | 697327 | 68975 | 4256499 | 4256499 | 1845712 |
Largest Losing Trade | -25093 | -18233 | -25093 | -828693 | -828693 | -733879 |
Avg Bars in Trades | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Winners | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 7027 | 3313 | 3714 | 7027 | 3313 | 3714 |
Profit Streak | 0 | 95.6187 | 0 | 0 | 95.6187 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461960 | -87696 | -396834 | 370032 | -88383 | -474800 |
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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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