Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323860.6278 | 1163645.8404 | 160214.7875 | 27397291.9538 | 31599104.4582 | -4201812.5043 |
Total P&L (%) | 1323.8606 | 1163.6458 | 160.2148 | 27397.292 | 31599.1045 | -4201.8125 |
Avg Daily Profit (%) | 0.7269 | 0.6389 | 0.088 | 0.3089 | 0.3167 | 0 |
Buy And Hold Return (%) | 721.5514 | 721.5514 | 721.5514 | 721.5514 | 721.5514 | 721.5514 |
Max Trade Drawdown | -100799 | -69662 | -59795 | -22845879 | -11523257 | -14166972 |
Profit Factor | 3.1428 | 4.529 | 1.5562 | 1.275 | 1.6405 | 0.9164 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 52.1472 | 51.8519 | 52.439 | 52.1472 | 51.8519 | 52.439 |
Ratio Avg Win / Avg Loss | 2.884 | 4.2055 | 1.4114 | 1.17 | 1.5233 | 0.8312 |
Largest Winning Trade | 623521 | 623521 | 57950 | 20927609 | 20927609 | 6955928 |
Largest Losing Trade | -33147 | -33041 | -33147 | -11824458 | -11253391 | -11824458 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 5230 | 2970 | 2260 | 5230 | 2970 | 2260 |
Profit Streak | 0 | 46.9566 | 0 | 0 | 46.9566 | 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 | 420774 | -961 | -243511 | 361142 | 50834 | -584642 |
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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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