Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2531520.5397 | 2593538.7274 | -62018.1877 | 47020.3398 | 1189154.9396 | -1142134.5999 |
Total P&L (%) | 2531.5205 | 2593.5387 | -62.0182 | 47.0203 | 1189.1549 | -1142.1346 |
Avg Daily Profit (%) | 1.406 | 1.4405 | -0.0344 | 0.0214 | 0.1421 | 0 |
Buy And Hold Return (%) | 336.9418 | 336.9418 | 336.9418 | 336.9418 | 336.9418 | 336.9418 |
Max Trade Drawdown | -319620 | -285608 | -78471 | -13216026 | -12332568 | -1542575 |
Profit Factor | 4.5939 | 6.2459 | 0.7047 | 1.0029 | 1.0894 | 0.642 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 42.268 | 41.6667 | 42.8571 | 42.268 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.2747 | 8.7443 | 0.9396 | 1.3697 | 1.5252 | 0.856 |
Largest Winning Trade | 2323804 | 2323804 | 22877 | 12804922 | 12804922 | 680998 |
Largest Losing Trade | -55616 | -55616 | -35730 | -2965643 | -2965643 | -912960 |
Avg Bars in Trades | 36 | 66 | 6 | 36 | 66 | 6 |
Avg Bars in Winners | 42 | 81 | 6 | 42 | 81 | 6 |
Avg Bars in Losers | 31 | 56 | 6 | 31 | 56 | 6 |
Bars Traded | 3536 | 3211 | 325 | 3536 | 3211 | 325 |
Profit Streak | 0 | 14.7112 | 0 | 0 | 14.7112 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 663867 | 708743 | -583181 | -550180 | -129206 | -583181 |
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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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