Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565675.8259 | 1517316.7782 | 48359.0477 | -622605.1522 | 4566358.6793 | -5188963.8315 |
Total P&L (%) | 1565.6758 | 1517.3168 | 48.359 | -622.6052 | 4566.3587 | -5188.9638 |
Avg Daily Profit (%) | 0.8722 | 0.8453 | 0.0269 | 0 | 0.2143 | 0 |
Buy And Hold Return (%) | 383.9133 | 383.9133 | 383.9133 | 383.9133 | 383.9133 | 383.9133 |
Max Trade Drawdown | -145374 | -87092 | -134829 | -5633996 | -378012 | -5492598 |
Profit Factor | 3.9539 | 8.6172 | 1.1462 | 0.9092 | 7.348 | 0.1546 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 16 | 23 | 44 | 28 | 16 |
Losing Trades | 43 | 25 | 18 | 38 | 13 | 25 |
Profitability (%) | 47.561 | 39.0244 | 56.0976 | 53.6585 | 68.2927 | 39.0244 |
Ratio Avg Win / Avg Loss | 4.3595 | 13.4644 | 0.897 | 0.7852 | 3.4116 | 0.2415 |
Largest Winning Trade | 933797 | 933797 | 64050 | 3754274 | 3754274 | 178892 |
Largest Losing Trade | -107661 | -29106 | -107661 | -4474748 | -240871 | -4474748 |
Avg Bars in Trades | 125 | 107 | 142 | 125 | 107 | 142 |
Avg Bars in Winners | 202 | 188 | 212 | 84 | 91 | 70 |
Avg Bars in Losers | 55 | 56 | 53 | 173 | 142 | 189 |
Bars Traded | 10271 | 4421 | 5850 | 10271 | 4421 | 5850 |
Profit Streak | 0 | 0 | 0 | 145.4982 | 276.4982 | 145.4982 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301598 | 548508 | -383241 | -587605 | 736812 | -583659 |
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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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