Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3088619.7019 | 2999852.1836 | 88767.5183 | 4286905.843 | 1233845.0171 | 3053060.826 |
Total P&L (%) | 3088.6197 | 2999.8522 | 88.7675 | 4286.9058 | 1233.845 | 3053.0608 |
Avg Daily Profit (%) | 1.3892 | 1.3493 | 0.0399 | 0.1702 | 0.1166 | 0.1553 |
Buy And Hold Return (%) | 910.8395 | 910.8395 | 910.8395 | 910.8395 | 910.8395 | 910.8395 |
Max Trade Drawdown | -98642 | -91696 | -49532 | -7940074 | -7058739 | -3074086 |
Profit Factor | 7.0115 | 9.3297 | 1.5777 | 1.1612 | 1.0685 | 1.3562 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 45.3846 | 35.3846 | 55.3846 | 45.3846 | 35.3846 | 55.3846 |
Ratio Avg Win / Avg Loss | 8.4376 | 17.0369 | 1.271 | 1.3974 | 1.9511 | 1.0925 |
Largest Winning Trade | 2900332 | 2900332 | 33938 | 4716516 | 4716516 | 2436997 |
Largest Losing Trade | -27652 | -20098 | -27652 | -2594556 | -1443761 | -2594556 |
Avg Bars in Trades | 96 | 146 | 46 | 96 | 146 | 46 |
Avg Bars in Winners | 144 | 276 | 60 | 144 | 276 | 60 |
Avg Bars in Losers | 56 | 74 | 28 | 56 | 74 | 28 |
Bars Traded | 12511 | 9512 | 2999 | 12511 | 9512 | 2999 |
Profit Streak | 111.4692 | 0 | 118.8025 | 111.4692 | 0 | 118.8025 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667959 | -118321 | -433593 | -37887 | -374128 | -124738 |
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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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