Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331141.656 | 1241080.7212 | 90060.9348 | 3129639.7104 | 4366635.7458 | -1236996.0354 |
Total P&L (%) | 1331.1417 | 1241.0807 | 90.0609 | 3129.6397 | 4366.6357 | -1236.996 |
Avg Daily Profit (%) | 0.5314 | 0.4954 | 0.036 | 0.1388 | 0.1518 | 0 |
Buy And Hold Return (%) | 251.6151 | 251.6151 | 251.6151 | 251.6151 | 251.6151 | 251.6151 |
Max Trade Drawdown | -147360 | -90057 | -73543 | -15631144 | -8102607 | -7557265 |
Profit Factor | 3.4023 | 4.5074 | 1.4497 | 1.079 | 1.1794 | 0.919 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 36.1702 | 31.4286 | 40.8451 | 36.1702 | 31.4286 | 40.8451 |
Ratio Avg Win / Avg Loss | 6.004 | 9.8343 | 2.0996 | 1.9041 | 2.5733 | 1.331 |
Largest Winning Trade | 1067477 | 1067477 | 42121 | 8082688 | 8082688 | 2982625 |
Largest Losing Trade | -27333 | -27333 | -22940 | -3730412 | -3425170 | -3730412 |
Avg Bars in Trades | 34 | 43 | 25 | 34 | 43 | 25 |
Avg Bars in Winners | 68 | 96 | 47 | 68 | 96 | 47 |
Avg Bars in Losers | 15 | 19 | 10 | 15 | 19 | 10 |
Bars Traded | 4907 | 3063 | 1844 | 4907 | 3063 | 1844 |
Profit Streak | 17.8377 | 0 | 37.3377 | 17.8377 | 0 | 37.3377 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424710 | -85077 | -397789 | -144257 | -116094 | -668362 |
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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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