Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1651245.6334 | 1704526.8811 | -53281.2477 | -422661.7062 | 81559.7969 | -504221.503 |
Total P&L (%) | 1651.2456 | 1704.5269 | -53.2812 | -422.6617 | 81.5598 | -504.2215 |
Avg Daily Profit (%) | 0.7001 | 0.7226 | -0.0226 | 0 | 0.0253 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274122 | -145054 | -221640 | -1450486 | -1056733 | -720701 |
Profit Factor | 3.2332 | 6.1954 | 0.8705 | 0.8837 | 1.054 | 0.7627 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 16 | 19 | 44 | 23 | 21 |
Losing Trades | 48 | 26 | 22 | 39 | 19 | 20 |
Profitability (%) | 42.1687 | 38.0952 | 46.3415 | 53.012 | 54.7619 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.4341 | 10.0675 | 1.0079 | 0.7833 | 0.8707 | 0.7264 |
Largest Winning Trade | 1872294 | 1872294 | 55350 | 554421 | 338276 | 554421 |
Largest Losing Trade | -196357 | -54738 | -196357 | -867103 | -867103 | -386814 |
Avg Bars in Trades | 110 | 94 | 126 | 110 | 94 | 126 |
Avg Bars in Winners | 169 | 140 | 194 | 78 | 71 | 86 |
Avg Bars in Losers | 67 | 66 | 67 | 146 | 123 | 168 |
Bars Traded | 9172 | 3982 | 5190 | 9172 | 3982 | 5190 |
Profit Streak | 0 | 0 | 0 | 66.3 | 66.3 | 139.8 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510070 | 592081 | -580498 | -580228 | -320263 | -579232 |
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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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