Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004419.7966 | 852319.196 | 152100.6006 | 11118813.0058 | 4725498.1699 | 6393314.8358 |
Total P&L (%) | 1004.4198 | 852.3192 | 152.1006 | 11118.813 | 4725.4982 | 6393.3148 |
Avg Daily Profit (%) | 0.5409 | 0.459 | 0.0819 | 0.2545 | 0.209 | 0.225 |
Buy And Hold Return (%) | 95.7301 | 95.7301 | 95.7301 | 95.7301 | 95.7301 | 95.7301 |
Max Trade Drawdown | -88807 | -49544 | -59725 | -10906638 | -6001532 | -7946731 |
Profit Factor | 3.0638 | 4.7758 | 1.5829 | 1.4867 | 1.4075 | 1.5684 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 41.7722 | 40 | 43.5897 | 41.7722 | 40 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.2707 | 7.1637 | 2.0484 | 2.0724 | 2.1113 | 2.0297 |
Largest Winning Trade | 379686 | 379686 | 74038 | 5299410 | 4204253 | 5299410 |
Largest Losing Trade | -44100 | -19997 | -44100 | -3987281 | -2078417 | -3987281 |
Avg Bars in Trades | 274 | 260 | 288 | 274 | 260 | 288 |
Avg Bars in Winners | 506 | 494 | 517 | 506 | 494 | 517 |
Avg Bars in Losers | 107 | 104 | 111 | 107 | 104 | 111 |
Bars Traded | 21670 | 10434 | 11236 | 21670 | 10434 | 11236 |
Profit Streak | 0 | 0 | 149.9449 | 0 | 0 | 149.9449 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17672 | 504763 | -91419 | -23637 | 219808 | 358778 |
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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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