Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429304.9897 | 1350076.5757 | 79228.414 | 4070188.2082 | 6128513.8832 | -2058325.675 |
Total P&L (%) | 1429.305 | 1350.0766 | 79.2284 | 4070.1882 | 6128.5139 | -2058.3257 |
Avg Daily Profit (%) | 0.7819 | 0.7386 | 0.0433 | 0.2043 | 0.2263 | 0 |
Buy And Hold Return (%) | 847.866 | 847.866 | 847.866 | 847.866 | 847.866 | 847.866 |
Max Trade Drawdown | -146152 | -104529 | -106926 | -5040485 | -2086122 | -3462640 |
Profit Factor | 3.3993 | 5.2767 | 1.2829 | 1.3332 | 2.0766 | 0.6844 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.8519 | 47.5 | 56.0976 | 51.8519 | 47.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.1565 | 5.8322 | 1.004 | 1.238 | 2.2952 | 0.5356 |
Largest Winning Trade | 584706 | 584706 | 66459 | 4568318 | 4568318 | 755525 |
Largest Losing Trade | -60459 | -33534 | -60459 | -2859361 | -1135766 | -2859361 |
Avg Bars in Trades | 64 | 86 | 43 | 64 | 86 | 43 |
Avg Bars in Winners | 73 | 107 | 45 | 73 | 107 | 45 |
Avg Bars in Losers | 54 | 67 | 40 | 54 | 67 | 40 |
Bars Traded | 5230 | 3454 | 1776 | 5230 | 3454 | 1776 |
Profit Streak | 0 | 215.3587 | 0 | 0 | 215.3587 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5509 | 413843 | -299989 | -9186 | 456269 | -579951 |
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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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