Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2337526.6136 | 2317218.4243 | 20308.1893 | 154421.7865 | 3247458.2594 | -3093036.4729 |
Total P&L (%) | 2337.5266 | 2317.2184 | 20.3082 | 154.4218 | 3247.4583 | -3093.0365 |
Avg Daily Profit (%) | 1.0488 | 1.0397 | 0.0091 | 0.0419 | 0.1577 | 0 |
Buy And Hold Return (%) | 313.7931 | 313.7931 | 313.7931 | 313.7931 | 313.7931 | 313.7931 |
Max Trade Drawdown | -274855 | -158236 | -207307 | -4617753 | -1558343 | -3328892 |
Profit Factor | 3.6968 | 7.4696 | 1.0399 | 1.0217 | 2.4448 | 0.3663 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 49.4845 | 52.0833 | 46.9388 | 49.4845 | 52.0833 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.7739 | 6.872 | 1.1756 | 1.0429 | 2.2492 | 0.4141 |
Largest Winning Trade | 2156743 | 2156743 | 48787 | 4459350 | 4459350 | 1012913 |
Largest Losing Trade | -86858 | -45431 | -86858 | -1673938 | -822428 | -1673938 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 57 | 59 | 56 | 57 | 59 | 56 |
Bars Traded | 6417 | 3253 | 3164 | 6417 | 3253 | 3164 |
Profit Streak | 0 | 71.7463 | 0 | 0 | 71.7463 | 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 | 730053 | 821489 | -524133 | -499347 | 477045 | -581872 |
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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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