Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361335.7487 | 1313787.5237 | 47548.225 | 2544302.065 | 4909236.6755 | -2364934.6105 |
Total P&L (%) | 1361.3357 | 1313.7875 | 47.5482 | 2544.3021 | 4909.2367 | -2364.9346 |
Avg Daily Profit (%) | 0.6195 | 0.5979 | 0.0216 | 0.1491 | 0.1783 | 0 |
Buy And Hold Return (%) | 480.1022 | 480.1022 | 480.1022 | 480.1022 | 480.1022 | 480.1022 |
Max Trade Drawdown | -153725 | -68164 | -105735 | -5563844 | -2579010 | -3229673 |
Profit Factor | 3.2384 | 4.9901 | 1.1705 | 1.255 | 1.962 | 0.5146 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 36.7925 | 37.7358 | 35.8491 | 36.7925 | 37.7358 | 35.8491 |
Ratio Avg Win / Avg Loss | 5.5634 | 8.2336 | 2.0945 | 2.1561 | 3.2372 | 0.9209 |
Largest Winning Trade | 745018 | 745018 | 64762 | 5780654 | 5780654 | 558218 |
Largest Losing Trade | -55891 | -48048 | -55891 | -1551367 | -1406746 | -1551367 |
Avg Bars in Trades | 121 | 114 | 127 | 121 | 114 | 127 |
Avg Bars in Winners | 209 | 192 | 228 | 209 | 192 | 228 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 12832 | 6068 | 6764 | 12832 | 6068 | 6764 |
Profit Streak | 0 | 0 | 52.2101 | 0 | 0 | 52.2101 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349257 | -168944 | -546194 | 50446 | -173245 | -765349 |
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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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