Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240210.588 | 2228184.7007 | 12025.8873 | 440961.5785 | -1790324.4222 | 2231286.0007 |
Total P&L (%) | 2240.2106 | 2228.1847 | 12.0259 | 440.9616 | -1790.3244 | 2231.286 |
Avg Daily Profit (%) | 1.2505 | 1.2438 | 0.0067 | 0.0943 | 0 | 0.1759 |
Buy And Hold Return (%) | 467.6231 | 467.6231 | 467.6231 | 467.6231 | 467.6231 | 467.6231 |
Max Trade Drawdown | -231648 | -257506 | -30058 | -16590841 | -18141593 | -841345 |
Profit Factor | 4.3708 | 5.2802 | 1.0835 | 1.0187 | 0.9159 | 1.9957 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 49.5935 | 39.3443 | 59.6774 | 49.5935 | 39.3443 | 59.6774 |
Ratio Avg Win / Avg Loss | 4.4425 | 8.1403 | 0.7321 | 1.0354 | 1.412 | 1.3485 |
Largest Winning Trade | 1681188 | 1681188 | 24705 | 7497689 | 7497689 | 1091577 |
Largest Losing Trade | -63308 | -63308 | -25250 | -4313616 | -4313616 | -691208 |
Avg Bars in Trades | 83 | 157 | 11 | 83 | 157 | 11 |
Avg Bars in Winners | 79 | 185 | 11 | 79 | 185 | 11 |
Avg Bars in Losers | 87 | 140 | 10 | 87 | 140 | 10 |
Bars Traded | 10317 | 9624 | 693 | 10317 | 9624 | 693 |
Profit Streak | 2.8414 | 4.6747 | 2.8414 | 2.8414 | 4.6747 | 2.8414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 673568 | -145681 | -633909 | -433459 | -744802 | -144968 |
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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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