Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869867.9823 | 782533.7181 | 87334.2642 | 2065264.1082 | 6694128.2385 | -4628864.1303 |
Total P&L (%) | 869.868 | 782.5337 | 87.3343 | 2065.2641 | 6694.1282 | -4628.8641 |
Avg Daily Profit (%) | 0.4807 | 0.4324 | 0.0483 | 0.1701 | 0.2334 | 0 |
Buy And Hold Return (%) | 128.942 | 128.942 | 128.942 | 128.942 | 128.942 | 128.942 |
Max Trade Drawdown | -174711 | -113546 | -86119 | -16539872 | -10112625 | -8070091 |
Profit Factor | 2.2609 | 3.2133 | 1.2597 | 1.0676 | 1.4167 | 0.6801 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 45.9854 | 47.0588 | 44.9275 | 45.9854 | 47.0588 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.6557 | 3.615 | 1.5441 | 1.2541 | 1.5938 | 0.8337 |
Largest Winning Trade | 309962 | 309962 | 65854 | 9581629 | 9581629 | 1355089 |
Largest Losing Trade | -43898 | -43898 | -31372 | -4699458 | -4699458 | -4069760 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 5209 | 2357 | 2852 | 5209 | 2357 | 2852 |
Profit Streak | 0 | 38.6102 | 0 | 0 | 38.6102 | 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 | 481424 | -94510 | -397219 | -139541 | -99824 | -684708 |
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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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