Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621691.5327 | 1596631.6695 | 25059.8631 | 599719.352 | 2060603.5034 | -1460884.1514 |
Total P&L (%) | 1621.6915 | 1596.6317 | 25.0599 | 599.7194 | 2060.6035 | -1460.8842 |
Avg Daily Profit (%) | 0.9042 | 0.8902 | 0.014 | 0.1085 | 0.1715 | 0 |
Buy And Hold Return (%) | 276.6158 | 276.6158 | 276.6158 | 276.6158 | 276.6158 | 276.6158 |
Max Trade Drawdown | -121516 | -107217 | -124059 | -3414331 | -2380759 | -3337598 |
Profit Factor | 3.2106 | 5.1472 | 1.0719 | 1.0432 | 1.2925 | 0.7866 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 48.7395 | 46.6667 | 50.8475 | 48.7395 | 46.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 3.3766 | 5.8825 | 1.0362 | 1.0971 | 1.4772 | 0.7604 |
Largest Winning Trade | 990415 | 990415 | 66928 | 3736759 | 3736759 | 814774 |
Largest Losing Trade | -70587 | -41502 | -70587 | -2903987 | -686683 | -2903987 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 3457 | 1504 | 1952 | 3457 | 1504 | 1952 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674566 | -149870 | -657978 | -226376 | -162366 | -757348 |
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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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