Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453938.0026 | 1463369.965 | -9431.9624 | 10694598.6741 | 17391225.0349 | -6696626.3607 |
Total P&L (%) | 1453.938 | 1463.37 | -9.432 | 10694.5987 | 17391.225 | -6696.6264 |
Avg Daily Profit (%) | 0.783 | 0.788 | -0.0051 | 0.2524 | 0.2785 | 0 |
Buy And Hold Return (%) | 7028.0244 | 7028.0244 | 7028.0244 | 7028.0244 | 7028.0244 | 7028.0244 |
Max Trade Drawdown | -106224 | -112053 | -87008 | -11812577 | -6528648 | -9271216 |
Profit Factor | 3.0677 | 5.1518 | 0.9731 | 1.2741 | 1.8862 | 0.6548 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 48.2955 | 48.8636 | 47.7273 | 48.2955 | 48.8636 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.2843 | 5.3914 | 1.0658 | 1.364 | 1.9739 | 0.7171 |
Largest Winning Trade | 561111 | 561111 | 61064 | 12037342 | 12037342 | 2260672 |
Largest Losing Trade | -45713 | -45713 | -45086 | -2625038 | -2625038 | -2113048 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 54 | 62 | 45 | 54 | 62 | 45 |
Avg Bars in Losers | 26 | 21 | 30 | 26 | 21 | 30 |
Bars Traded | 6997 | 3657 | 3341 | 6997 | 3657 | 3341 |
Profit Streak | 0 | 90.1444 | 0 | 0 | 90.1444 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146637 | -144122 | -580314 | -1407 | 332985 | -581980 |
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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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