Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741245.0531 | 1692264.3023 | 48980.7508 | 946921.7347 | 3303889.6432 | -2356967.9085 |
Total P&L (%) | 1741.2451 | 1692.2643 | 48.9808 | 946.9217 | 3303.8896 | -2356.9679 |
Avg Daily Profit (%) | 0.9666 | 0.9395 | 0.0272 | 0.1305 | 0.196 | 0 |
Buy And Hold Return (%) | 259.704 | 259.704 | 259.704 | 259.704 | 259.704 | 259.704 |
Max Trade Drawdown | -228917 | -244970 | -37943 | -35172247 | -34609921 | -6068273 |
Profit Factor | 3.3403 | 4.2803 | 1.2147 | 1.0164 | 1.0763 | 0.8358 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 44.9275 | 39.1304 | 50.7246 | 44.9275 | 39.1304 | 50.7246 |
Ratio Avg Win / Avg Loss | 4.0946 | 6.6583 | 1.18 | 1.2459 | 1.6742 | 0.8119 |
Largest Winning Trade | 1254247 | 1254247 | 34649 | 21592172 | 21592172 | 2745004 |
Largest Losing Trade | -46249 | -46249 | -24983 | -11927732 | -11927732 | -3304248 |
Avg Bars in Trades | 37 | 61 | 13 | 37 | 61 | 13 |
Avg Bars in Winners | 41 | 78 | 13 | 41 | 78 | 13 |
Avg Bars in Losers | 34 | 51 | 12 | 34 | 51 | 12 |
Bars Traded | 5180 | 4268 | 912 | 5180 | 4268 | 912 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644164 | -85953 | -424075 | -225054 | -233697 | -682086 |
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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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