Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649713.2221 | 1510972.0262 | 138741.1959 | 11862501.3488 | 4947304.1224 | 6915197.2264 |
Total P&L (%) | 1649.7132 | 1510.972 | 138.7412 | 11862.5013 | 4947.3041 | 6915.1972 |
Avg Daily Profit (%) | 0.7311 | 0.6697 | 0.0615 | 0.2123 | 0.1739 | 0.1886 |
Buy And Hold Return (%) | 318.0685 | 318.0685 | 318.0685 | 318.0685 | 318.0685 | 318.0685 |
Max Trade Drawdown | -171660 | -51630 | -120030 | -2263668 | -1988363 | -1544926 |
Profit Factor | 4.6721 | 8.8787 | 1.5389 | 1.9587 | 1.7693 | 2.1637 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 34.8837 | 32.5581 | 37.2093 | 34.8837 | 32.5581 | 37.2093 |
Ratio Avg Win / Avg Loss | 8.7213 | 18.3916 | 2.5968 | 3.6563 | 3.665 | 3.6512 |
Largest Winning Trade | 961765 | 961765 | 62158 | 4194527 | 3427594 | 4194527 |
Largest Losing Trade | -43211 | -17350 | -43211 | -1106006 | -1106006 | -968703 |
Avg Bars in Trades | 75 | 67 | 84 | 75 | 67 | 84 |
Avg Bars in Winners | 175 | 159 | 189 | 175 | 159 | 189 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 6526 | 2914 | 3612 | 6526 | 2914 | 3612 |
Profit Streak | 0 | 0 | 371.67 | 0 | 0 | 371.67 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477875 | 442548 | -277524 | 223715 | 159770 | 305087 |
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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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