Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1747985.4594 | 1542972.23 | 205013.2294 | 13301847.7628 | -2430238.0998 | 15732085.8626 |
Total P&L (%) | 1747.9855 | 1542.9722 | 205.0132 | 13301.8478 | -2430.2381 | 15732.0859 |
Avg Daily Profit (%) | 0.9383 | 0.8283 | 0.1101 | 0.2633 | 0 | 0.2722 |
Buy And Hold Return (%) | 64.1621 | 64.1621 | 64.1621 | 64.1621 | 64.1621 | 64.1621 |
Max Trade Drawdown | -94008 | -82757 | -36432 | -22244095 | -17954915 | -7400752 |
Profit Factor | 5.6912 | 8.3682 | 2.2562 | 1.2693 | 0.9147 | 1.7527 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 47.0085 | 35.5932 | 58.6207 | 47.0085 | 35.5932 | 58.6207 |
Ratio Avg Win / Avg Loss | 6.4156 | 15.1425 | 1.5926 | 1.4308 | 1.6552 | 1.2372 |
Largest Winning Trade | 1287724 | 1287724 | 62437 | 11375077 | 11375077 | 9753360 |
Largest Losing Trade | -21677 | -18179 | -21677 | -4071806 | -3828973 | -4071806 |
Avg Bars in Trades | 91 | 69 | 113 | 91 | 69 | 113 |
Avg Bars in Winners | 151 | 134 | 162 | 151 | 134 | 162 |
Avg Bars in Losers | 37 | 34 | 43 | 37 | 34 | 43 |
Bars Traded | 10671 | 4111 | 6560 | 10671 | 4111 | 6560 |
Profit Streak | 0 | 0 | 19.4305 | 0 | 0 | 19.4305 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746467 | -160841 | -222175 | 274389 | -760560 | -166599 |
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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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