Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2664890.9455 | 2703900.3701 | -39009.4247 | 61518.9145 | 461685.9169 | -400167.0023 |
Total P&L (%) | 2664.8909 | 2703.9004 | -39.0094 | 61.5189 | 461.6859 | -400.167 |
Avg Daily Profit (%) | 1.4432 | 1.4643 | -0.0211 | 0.026 | 0.0935 | 0 |
Buy And Hold Return (%) | 190.104 | 190.104 | 190.104 | 190.104 | 190.104 | 190.104 |
Max Trade Drawdown | -181287 | -161025 | -68912 | -1446429 | -1049374 | -451944 |
Profit Factor | 5.0391 | 6.4972 | 0.7677 | 1.0247 | 1.2485 | 0.3694 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 35.8209 | 30.303 | 41.1765 | 35.8209 | 30.303 | 41.1765 |
Ratio Avg Win / Avg Loss | 9.0284 | 14.9435 | 1.0967 | 1.8359 | 2.8715 | 0.5278 |
Largest Winning Trade | 2532332 | 2532332 | 40880 | 1441186 | 1441186 | 54125 |
Largest Losing Trade | -60574 | -60574 | -28740 | -533543 | -533543 | -249888 |
Avg Bars in Trades | 159 | 292 | 30 | 159 | 292 | 30 |
Avg Bars in Winners | 274 | 597 | 44 | 274 | 597 | 44 |
Avg Bars in Losers | 95 | 160 | 20 | 95 | 160 | 20 |
Bars Traded | 10677 | 9652 | 1025 | 10677 | 9652 | 1025 |
Profit Streak | 56.641 | 0 | 93.8077 | 56.641 | 0 | 93.8077 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104682 | 525102 | -582000 | -642457 | -78967 | -583667 |
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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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