Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3116155.9694 | 3079496.8583 | 36659.1111 | 3498596.6726 | 1999169.8943 | 1499426.7783 |
Total P&L (%) | 3116.156 | 3079.4969 | 36.6591 | 3498.5967 | 1999.1699 | 1499.4268 |
Avg Daily Profit (%) | 1.3988 | 1.3824 | 0.0165 | 0.161 | 0.1367 | 0.1245 |
Buy And Hold Return (%) | 534.5644 | 534.5644 | 534.5644 | 534.5644 | 534.5644 | 534.5644 |
Max Trade Drawdown | -115803 | -133174 | -34864 | -7182656 | -8087315 | -681512 |
Profit Factor | 10.1811 | 13.0804 | 1.4339 | 1.2748 | 1.1882 | 1.712 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 43.299 | 37.5 | 48.9796 | 43.299 | 37.5 | 48.9796 |
Ratio Avg Win / Avg Loss | 13.3323 | 21.8006 | 1.4936 | 1.6694 | 1.9803 | 1.7833 |
Largest Winning Trade | 2934999 | 2934999 | 18677 | 8566513 | 8566513 | 665872 |
Largest Losing Trade | -47443 | -47443 | -11708 | -4292985 | -4292985 | -266744 |
Avg Bars in Trades | 118 | 230 | 7 | 118 | 230 | 7 |
Avg Bars in Winners | 138 | 310 | 9 | 138 | 310 | 9 |
Avg Bars in Losers | 102 | 182 | 6 | 102 | 182 | 6 |
Bars Traded | 11456 | 11068 | 388 | 11456 | 11068 | 388 |
Profit Streak | 0 | 287.7512 | 0 | 0 | 287.7512 | 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 | 687100 | 618825 | -335763 | 219396 | -29124 | -26421 |
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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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