Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1810676.8787 | 1704886.7986 | 105790.08 | 5911628.5522 | 6890234.644 | -978606.0919 |
Total P&L (%) | 1810.6769 | 1704.8868 | 105.7901 | 5911.6286 | 6890.2346 | -978.6061 |
Avg Daily Profit (%) | 0.9674 | 0.9109 | 0.0565 | 0.2191 | 0.2272 | 0 |
Buy And Hold Return (%) | 441.7671 | 441.7671 | 441.7671 | 441.7671 | 441.7671 | 441.7671 |
Max Trade Drawdown | -128827 | -143736 | -58706 | -12124902 | -12606702 | -6414833 |
Profit Factor | 5.2287 | 8.3939 | 1.5354 | 1.2064 | 1.4409 | 0.9248 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 47.2222 | 59.4595 | 53.4247 | 47.2222 | 59.4595 |
Ratio Avg Win / Avg Loss | 4.5584 | 9.3814 | 1.0468 | 1.0517 | 1.6105 | 0.6306 |
Largest Winning Trade | 1473249 | 1473249 | 46047 | 9437228 | 9437228 | 1850659 |
Largest Losing Trade | -46058 | -31133 | -46058 | -4547556 | -3474264 | -4547556 |
Avg Bars in Trades | 95 | 149 | 42 | 95 | 149 | 42 |
Avg Bars in Winners | 109 | 188 | 47 | 109 | 188 | 47 |
Avg Bars in Losers | 80 | 114 | 36 | 80 | 114 | 36 |
Bars Traded | 6985 | 5395 | 1590 | 6985 | 5395 | 1590 |
Profit Streak | 137.6655 | 137.6655 | 138.1655 | 137.6655 | 137.6655 | 138.1655 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55001 | 695568 | -279120 | -66427 | 367356 | -578195 |
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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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