Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782353.8842 | 625561.3762 | 156792.508 | 9797246.1957 | 6971522.6716 | 2825723.5241 |
Total P&L (%) | 782.3539 | 625.5614 | 156.7925 | 9797.2462 | 6971.5227 | 2825.7235 |
Avg Daily Profit (%) | 0.3127 | 0.2501 | 0.0627 | 0.1838 | 0.1704 | 0.135 |
Buy And Hold Return (%) | 350.3481 | 350.3481 | 350.3481 | 350.3481 | 350.3481 | 350.3481 |
Max Trade Drawdown | -87379 | -107936 | -24650 | -920483 | -1143054 | -91695 |
Profit Factor | 3.9964 | 4.1469 | 3.5163 | 5.0408 | 4.1383 | 14.9084 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 74.0741 | 70 | 78.0488 | 74.0741 | 70 | 78.0488 |
Ratio Avg Win / Avg Loss | 1.3987 | 1.7772 | 0.989 | 1.7643 | 1.7736 | 4.193 |
Largest Winning Trade | 333368 | 333368 | 17285 | 5715991 | 5715991 | 1116107 |
Largest Losing Trade | -37621 | -37621 | -14395 | -675781 | -675781 | -91695 |
Avg Bars in Trades | 86 | 156 | 18 | 86 | 156 | 18 |
Avg Bars in Winners | 60 | 110 | 16 | 60 | 110 | 16 |
Avg Bars in Losers | 161 | 265 | 24 | 161 | 265 | 24 |
Bars Traded | 7026 | 6266 | 760 | 7026 | 6266 | 760 |
Profit Streak | 0 | 64.5296 | 0 | 0 | 64.5296 | 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 | -3264 | 377859 | -267138 | 102434 | 652585 | 5381 |
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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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