Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255514.0911 | 1235530.3646 | 19983.7266 | 9570704.1121 | 21184962.8578 | -11614258.7457 |
Total P&L (%) | 1255.5141 | 1235.5304 | 19.9837 | 9570.7041 | 21184.9629 | -11614.2587 |
Avg Daily Profit (%) | 0.6745 | 0.6638 | 0.0107 | 0.2459 | 0.2884 | 0 |
Buy And Hold Return (%) | 7188.39 | 7188.39 | 7188.39 | 7188.39 | 7188.39 | 7188.39 |
Max Trade Drawdown | -68938 | -33681 | -129899 | -12328871 | -5786240 | -19788556 |
Profit Factor | 3.5009 | 7.9936 | 1.0614 | 1.2325 | 2.4837 | 0.568 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 52.3256 | 55.814 | 48.8372 | 52.3256 | 55.814 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.1897 | 6.3283 | 1.112 | 1.1229 | 1.9663 | 0.5951 |
Largest Winning Trade | 498676 | 498676 | 62234 | 15776684 | 15776684 | 3735451 |
Largest Losing Trade | -61406 | -30468 | -61406 | -5858326 | -4047854 | -5858326 |
Avg Bars in Trades | 63 | 68 | 57 | 63 | 68 | 57 |
Avg Bars in Winners | 80 | 94 | 63 | 80 | 94 | 63 |
Avg Bars in Losers | 44 | 35 | 51 | 44 | 35 | 51 |
Bars Traded | 5421 | 2941 | 2480 | 5421 | 2941 | 2480 |
Profit Streak | 0 | 169.5485 | 0 | 0 | 169.5485 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146457 | -143475 | -497637 | -54039 | 437088 | -581179 |
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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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