Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565968.6534 | 1511164.6492 | 54804.0041 | 48921.5726 | -163127.8215 | 212049.3942 |
Total P&L (%) | 1565.9687 | 1511.1646 | 54.804 | 48.9216 | -163.1278 | 212.0494 |
Avg Daily Profit (%) | 0.8683 | 0.8379 | 0.0304 | 0.0221 | 0 | 0.0631 |
Buy And Hold Return (%) | 260.9244 | 260.9244 | 260.9244 | 260.9244 | 260.9244 | 260.9244 |
Max Trade Drawdown | -192428 | -244927 | -12164 | -2245361 | -2478481 | -85101 |
Profit Factor | 4.1435 | 4.482 | 1.854 | 1.015 | 0.9456 | 1.7883 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 46.988 | 39.0244 | 54.7619 | 46.988 | 39.0244 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.6747 | 7.0031 | 1.5316 | 1.1451 | 1.4775 | 1.4773 |
Largest Winning Trade | 1703269 | 1703269 | 19655 | 1357240 | 1357240 | 110074 |
Largest Losing Trade | -38675 | -38675 | -9369 | -641848 | -641848 | -33261 |
Avg Bars in Trades | 76 | 144 | 11 | 76 | 144 | 11 |
Avg Bars in Winners | 72 | 162 | 9 | 72 | 162 | 9 |
Avg Bars in Losers | 80 | 132 | 12 | 80 | 132 | 12 |
Bars Traded | 6376 | 5914 | 462 | 6376 | 5914 | 462 |
Profit Streak | 0 | 14.6464 | 0 | 0 | 14.6464 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621991 | 599380 | -313609 | -535641 | -582270 | -271206 |
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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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