Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559632.8278 | 1469560.2345 | 90072.5934 | 8027111.3818 | 8229518.7931 | -202407.4113 |
Total P&L (%) | 1559.6328 | 1469.5602 | 90.0726 | 8027.1114 | 8229.5188 | -202.4074 |
Avg Daily Profit (%) | 0.7117 | 0.6706 | 0.0411 | 0.2009 | 0.202 | 0 |
Buy And Hold Return (%) | 483.3103 | 483.3103 | 483.3103 | 483.3103 | 483.3103 | 483.3103 |
Max Trade Drawdown | -94907 | -118205 | -38504 | -2912782 | -2814356 | -1295429 |
Profit Factor | 4.2062 | 5.5432 | 1.5527 | 1.5652 | 1.9136 | 0.961 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 38.835 | 35.2941 | 42.3077 | 38.835 | 35.2941 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.6248 | 10.1625 | 2.1173 | 2.4652 | 3.5082 | 1.3105 |
Largest Winning Trade | 948459 | 948459 | 63467 | 6772445 | 6772445 | 1058831 |
Largest Losing Trade | -35208 | -35208 | -26886 | -1890267 | -1890267 | -910627 |
Avg Bars in Trades | 61 | 84 | 38 | 61 | 84 | 38 |
Avg Bars in Winners | 94 | 150 | 49 | 94 | 150 | 49 |
Avg Bars in Losers | 40 | 49 | 31 | 40 | 49 | 31 |
Bars Traded | 6353 | 4331 | 2022 | 6353 | 4331 | 2022 |
Profit Streak | 0 | 102.5376 | 0 | 0 | 102.5376 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455296 | -168035 | -484086 | 244556 | -173525 | -762158 |
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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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