Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1869449.8147 | 1839037.7983 | 30412.0164 | 1451080.9941 | 2692611.7099 | -1241530.7158 |
Total P&L (%) | 1869.4498 | 1839.0378 | 30.412 | 1451.081 | 2692.6117 | -1241.5307 |
Avg Daily Profit (%) | 0.8246 | 0.8112 | 0.0134 | 0.121 | 0.147 | 0 |
Buy And Hold Return (%) | 362.7157 | 362.7157 | 362.7157 | 362.7157 | 362.7157 | 362.7157 |
Max Trade Drawdown | -113583 | -99721 | -105369 | -2655271 | -2432344 | -2014297 |
Profit Factor | 3.3519 | 5.7868 | 1.0741 | 1.1025 | 1.3967 | 0.8314 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 44.1341 | 38.8889 | 49.4382 | 44.1341 | 38.8889 | 49.4382 |
Ratio Avg Win / Avg Loss | 4.2429 | 9.0936 | 1.0985 | 1.3956 | 2.1948 | 0.8503 |
Largest Winning Trade | 1386159 | 1386159 | 53807 | 3451852 | 3451852 | 1045268 |
Largest Losing Trade | -34934 | -32242 | -34934 | -1036700 | -1025107 | -1036700 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 114 | 113 | 114 | 114 | 113 | 114 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 12980 | 6072 | 6907 | 12980 | 6072 | 6907 |
Profit Streak | 0 | 0 | 23.1822 | 0 | 0 | 23.1822 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612791 | 562550 | -479269 | -142372 | 25880 | -580276 |
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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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