Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440305.8582 | 1421044.7726 | 19261.0856 | 20007251.497 | 19035976.5627 | 971274.9343 |
Total P&L (%) | 1440.3059 | 1421.0448 | 19.2611 | 20007.2515 | 19035.9766 | 971.2749 |
Avg Daily Profit (%) | 0.7687 | 0.7584 | 0.0103 | 0.2835 | 0.2808 | 0.1266 |
Buy And Hold Return (%) | 8178.2779 | 8178.2779 | 8178.2779 | 8178.2779 | 8178.2779 | 8178.2779 |
Max Trade Drawdown | -65983 | -61902 | -97679 | -5391277 | -2944460 | -4092686 |
Profit Factor | 4.0274 | 7.7301 | 1.0728 | 1.8635 | 2.9342 | 1.0729 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 51.7544 | 56.1404 | 47.3684 | 51.7544 | 56.1404 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.7544 | 6.0391 | 1.192 | 1.7371 | 2.2924 | 1.1921 |
Largest Winning Trade | 547957 | 547957 | 61954 | 6637966 | 6637966 | 4162377 |
Largest Losing Trade | -59920 | -59920 | -33611 | -2137950 | -2048080 | -2137950 |
Avg Bars in Trades | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 5246 | 2690 | 2556 | 5246 | 2690 | 2556 |
Profit Streak | 0 | 86.3632 | 0 | 0 | 86.3632 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145267 | -322737 | -666412 | 320584 | -168671 | -510756 |
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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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