Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721220.9894 | 1732765.3288 | -11544.3393 | 349315.0661 | 672929.5618 | -323614.4957 |
Total P&L (%) | 1721.221 | 1732.7653 | -11.5443 | 349.3151 | 672.9296 | -323.6145 |
Avg Daily Profit (%) | 0.9596 | 0.966 | -0.0064 | 0.0838 | 0.1141 | 0 |
Buy And Hold Return (%) | 350.0607 | 350.0607 | 350.0607 | 350.0607 | 350.0607 | 350.0607 |
Max Trade Drawdown | -301800 | -264014 | -107198 | -15412622 | -15056891 | -3727809 |
Profit Factor | 2.7508 | 3.8742 | 0.9696 | 1.0114 | 1.0344 | 0.9708 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 41.0405 | 36.0465 | 45.977 | 41.0405 | 36.0465 | 45.977 |
Ratio Avg Win / Avg Loss | 3.9518 | 6.8736 | 1.1393 | 1.453 | 1.8352 | 1.1407 |
Largest Winning Trade | 1528165 | 1528165 | 29241 | 7812736 | 7812736 | 2803390 |
Largest Losing Trade | -37907 | -37907 | -23828 | -4400821 | -4400821 | -2467656 |
Avg Bars in Trades | 30 | 44 | 16 | 30 | 44 | 16 |
Avg Bars in Winners | 40 | 63 | 21 | 40 | 63 | 21 |
Avg Bars in Losers | 24 | 34 | 12 | 24 | 34 | 12 |
Bars Traded | 5315 | 3854 | 1460 | 5315 | 3854 | 1460 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524458 | 473441 | -580719 | -457409 | -235024 | -580719 |
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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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