Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324406.9988 | 1324142.6746 | 264.3242 | 493886.5905 | 1045318.6385 | -551432.048 |
Total P&L (%) | 1324.407 | 1324.1427 | 0.2643 | 493.8866 | 1045.3186 | -551.432 |
Avg Daily Profit (%) | 0.726 | 0.7258 | 0.0001 | 0.0977 | 0.1337 | 0 |
Buy And Hold Return (%) | 720.4879 | 720.4879 | 720.4879 | 720.4879 | 720.4879 | 720.4879 |
Max Trade Drawdown | -161656 | -130370 | -98122 | -4371031 | -3973355 | -1792331 |
Profit Factor | 2.4708 | 3.1303 | 1.0009 | 1.0297 | 1.0906 | 0.8921 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 49.7041 | 44.0476 | 55.2941 | 49.7041 | 44.0476 | 55.2941 |
Ratio Avg Win / Avg Loss | 2.5002 | 3.9763 | 0.8093 | 1.0419 | 1.3853 | 0.7213 |
Largest Winning Trade | 829386 | 829386 | 34993 | 2643359 | 2643359 | 661491 |
Largest Losing Trade | -34043 | -34043 | -21284 | -1109402 | -1109402 | -876228 |
Avg Bars in Trades | 31 | 54 | 9 | 31 | 54 | 9 |
Avg Bars in Winners | 35 | 69 | 8 | 35 | 69 | 8 |
Avg Bars in Losers | 27 | 42 | 9 | 27 | 42 | 9 |
Bars Traded | 5332 | 4560 | 772 | 5332 | 4560 | 772 |
Profit Streak | 0 | 90.4506 | 0 | 0 | 90.4506 | 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 | 361608 | 304489 | -578904 | -415443 | -162561 | -580140 |
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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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