Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2185046.6592 | 2179243.508 | 5803.1512 | 692592.4671 | 2411621.7892 | -1719029.3221 |
Total P&L (%) | 2185.0467 | 2179.2435 | 5.8032 | 692.5925 | 2411.6218 | -1719.0293 |
Avg Daily Profit (%) | 0.9644 | 0.9619 | 0.0026 | 0.0914 | 0.1424 | 0 |
Buy And Hold Return (%) | 189.1616 | 189.1616 | 189.1616 | 189.1616 | 189.1616 | 189.1616 |
Max Trade Drawdown | -214817 | -146407 | -125429 | -18450319 | -9733612 | -11695426 |
Profit Factor | 3.3978 | 6.127 | 1.0119 | 1.0139 | 1.0992 | 0.9328 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 40 | 36.7647 | 43.2836 | 40 | 36.7647 | 43.2836 |
Ratio Avg Win / Avg Loss | 5.0967 | 10.5385 | 1.326 | 1.5208 | 1.8907 | 1.2222 |
Largest Winning Trade | 1922999 | 1922999 | 56420 | 7423756 | 7423756 | 6148509 |
Largest Losing Trade | -52827 | -32597 | -52827 | -9194232 | -2840609 | -9194232 |
Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Winners | 148 | 146 | 149 | 148 | 146 | 149 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 13046 | 6353 | 6693 | 13046 | 6353 | 6693 |
Profit Streak | 0 | 0 | 165.3219 | 0 | 0 | 165.3219 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585906 | -92770 | -680755 | -280699 | -227399 | -697298 |
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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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