Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1962735.5823 | 1770062.1147 | 192673.4676 | 9750855.8889 | 199569.4535 | 9551286.4354 |
Total P&L (%) | 1962.7356 | 1770.0621 | 192.6735 | 9750.8559 | 199.5695 | 9551.2864 |
Avg Daily Profit (%) | 1.0557 | 0.952 | 0.1036 | 0.2472 | 0.059 | 0.2461 |
Buy And Hold Return (%) | 71.2407 | 71.2407 | 71.2407 | 71.2407 | 71.2407 | 71.2407 |
Max Trade Drawdown | -83801 | -74932 | -41157 | -4850304 | -4542732 | -2373240 |
Profit Factor | 5.8449 | 8.4848 | 2.1426 | 1.4598 | 1.0156 | 2.1338 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 31.6832 | 23.5294 | 40 | 31.6832 | 23.5294 | 40 |
Ratio Avg Win / Avg Loss | 12.603 | 27.5755 | 3.2139 | 3.1476 | 3.3007 | 3.2007 |
Largest Winning Trade | 1584469 | 1584469 | 63519 | 3974466 | 3974466 | 2471560 |
Largest Losing Trade | -20565 | -15739 | -20565 | -929431 | -929431 | -861410 |
Avg Bars in Trades | 71 | 60 | 83 | 71 | 60 | 83 |
Avg Bars in Winners | 173 | 185 | 165 | 173 | 185 | 165 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 7225 | 3070 | 4155 | 7225 | 3070 | 4155 |
Profit Streak | 0 | 0 | 44.0841 | 0 | 0 | 44.0841 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538129 | -194803 | -237321 | 135290 | -536262 | -170900 |
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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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