Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2300738.9658 | 2262913.8743 | 37825.0915 | 1254523.0323 | 3001439.8961 | -1746916.8638 |
Total P&L (%) | 2300.739 | 2262.9139 | 37.8251 | 1254.523 | 3001.4399 | -1746.9169 |
Avg Daily Profit (%) | 1.0406 | 1.0235 | 0.0171 | 0.1179 | 0.1555 | 0 |
Buy And Hold Return (%) | 495.5484 | 495.5484 | 495.5484 | 495.5484 | 495.5484 | 495.5484 |
Max Trade Drawdown | -119684 | -76314 | -104335 | -3653156 | -1763238 | -2657540 |
Profit Factor | 4.0584 | 6.7569 | 1.1053 | 1.0948 | 1.4626 | 0.741 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 37.931 | 38.6364 | 37.2093 | 37.931 | 38.6364 | 37.2093 |
Ratio Avg Win / Avg Loss | 6.6409 | 10.7316 | 1.8652 | 1.7915 | 2.323 | 1.2504 |
Largest Winning Trade | 2046065 | 2046065 | 47960 | 4243212 | 4243212 | 832762 |
Largest Losing Trade | -56207 | -38644 | -56207 | -2501565 | -734206 | -2501565 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 91 | 95 | 86 | 91 | 95 | 86 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 4152 | 2309 | 1843 | 4152 | 2309 | 1843 |
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 | 517220 | 569116 | -444279 | -158263 | 174818 | -584034 |
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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) |
---|