Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4501871.8217 | 4584618.9232 | -82747.1015 | 426964.223 | 859247.5638 | -432283.3409 |
Total P&L (%) | 4501.8718 | 4584.6189 | -82.7471 | 426.9642 | 859.2476 | -432.2833 |
Avg Daily Profit (%) | 2.2928 | 2.3349 | -0.0421 | 0.0847 | 0.1152 | 0 |
Buy And Hold Return (%) | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 | 1685.4118 |
Max Trade Drawdown | -173660 | -65867 | -203611 | -872181 | -309342 | -617055 |
Profit Factor | 7.5478 | 16.3943 | 0.7877 | 1.2517 | 2.3459 | 0.5913 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Profitability (%) | 30.3704 | 36.7647 | 23.8806 | 30.3704 | 36.7647 | 23.8806 |
Ratio Avg Win / Avg Loss | 17.3047 | 28.1982 | 2.5107 | 2.8698 | 4.035 | 1.8848 |
Largest Winning Trade | 4588056 | 4588056 | 64413 | 985777 | 985777 | 184163 |
Largest Losing Trade | -28820 | -28820 | -28803 | -290131 | -185488 | -290131 |
Avg Bars in Trades | 55 | 44 | 67 | 55 | 44 | 67 |
Avg Bars in Winners | 138 | 92 | 211 | 138 | 92 | 211 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 7545 | 3034 | 4511 | 7545 | 3034 | 4511 |
Profit Streak | 553.686 | 553.686 | 556.436 | 553.686 | 553.686 | 556.436 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477703 | -94354 | -729123 | -251095 | -314098 | -729123 |
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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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