Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2055777.7577 | 1951884.5001 | 103893.2577 | 4410483.4165 | 4834070.6461 | -423587.2297 |
Total P&L (%) | 2055.7778 | 1951.8845 | 103.8933 | 4410.4834 | 4834.0706 | -423.5872 |
Avg Daily Profit (%) | 0.9236 | 0.877 | 0.0467 | 0.1713 | 0.1753 | 0 |
Buy And Hold Return (%) | 378.3618 | 378.3618 | 378.3618 | 378.3618 | 378.3618 | 378.3618 |
Max Trade Drawdown | -92707 | -78505 | -76374 | -6001930 | -4279055 | -3734246 |
Profit Factor | 4.3671 | 7.8694 | 1.3183 | 1.1645 | 1.4129 | 0.972 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 48.2517 | 49.2958 | 47.2222 | 48.2517 | 49.2958 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.6836 | 8.0942 | 1.4734 | 1.2489 | 1.4533 | 1.0863 |
Largest Winning Trade | 1777879 | 1777879 | 52442 | 4532145 | 4532145 | 2841395 |
Largest Losing Trade | -32600 | -25750 | -32600 | -1732309 | -1182771 | -1732309 |
Avg Bars in Trades | 59 | 56 | 62 | 59 | 56 | 62 |
Avg Bars in Winners | 80 | 72 | 88 | 80 | 72 | 88 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 8519 | 4014 | 4505 | 8519 | 4014 | 4505 |
Profit Streak | 0 | 16.0883 | 0 | 0 | 16.0883 | 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 | 693298 | -66121 | -376689 | -32109 | -78053 | -659649 |
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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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