Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756662.121 | 1592447.9875 | 164214.1336 | 7028664.4206 | 611072.5028 | 6417591.9179 |
Total P&L (%) | 1756.6621 | 1592.448 | 164.2141 | 7028.6644 | 611.0725 | 6417.5919 |
Avg Daily Profit (%) | 0.9458 | 0.8574 | 0.0884 | 0.23 | 0.1057 | 0.2252 |
Buy And Hold Return (%) | 89.2587 | 89.2587 | 89.2587 | 89.2587 | 89.2587 | 89.2587 |
Max Trade Drawdown | -72142 | -75464 | -34839 | -3966723 | -4777547 | -2399825 |
Profit Factor | 5.1285 | 7.7005 | 1.8742 | 1.319 | 1.0481 | 1.6887 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 30.597 | 23.8806 | 37.3134 | 30.597 | 23.8806 | 37.3134 |
Ratio Avg Win / Avg Loss | 11.633 | 24.5455 | 3.1487 | 2.992 | 3.3407 | 2.837 |
Largest Winning Trade | 1309778 | 1309778 | 63944 | 5137562 | 5137562 | 3570659 |
Largest Losing Trade | -19900 | -17776 | -19900 | -1150676 | -1150676 | -732651 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 109 | 105 | 111 | 109 | 105 | 111 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5323 | 2112 | 3211 | 5323 | 2112 | 3211 |
Profit Streak | 19.9445 | 0 | 42.6112 | 19.9445 | 0 | 42.6112 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523687 | -129962 | -200225 | 106937 | -369846 | -109452 |
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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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