Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510747.9473 | 1451993.2315 | 58754.7158 | 3010265.4319 | 2796788.0235 | 213477.4084 |
Total P&L (%) | 1510.7479 | 1451.9932 | 58.7547 | 3010.2654 | 2796.788 | 213.4774 |
Avg Daily Profit (%) | 0.6405 | 0.6156 | 0.0249 | 0.1458 | 0.1428 | 0.0484 |
Buy And Hold Return (%) | 582.6 | 582.6 | 582.6 | 582.6 | 582.6 | 582.6 |
Max Trade Drawdown | -85100 | -86167 | -115359 | -5844889 | -4320054 | -2927098 |
Profit Factor | 3.2145 | 5.0395 | 1.182 | 1.1373 | 1.2363 | 1.0211 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 44.8598 | 42.5926 | 47.1698 | 44.8598 | 42.5926 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.9511 | 6.7924 | 1.3239 | 1.3979 | 1.6664 | 1.1437 |
Largest Winning Trade | 1077045 | 1077045 | 64761 | 3592218 | 3592218 | 2738308 |
Largest Losing Trade | -46676 | -27963 | -46676 | -2003329 | -2003329 | -1832392 |
Avg Bars in Trades | 130 | 113 | 146 | 130 | 113 | 146 |
Avg Bars in Winners | 187 | 168 | 204 | 187 | 168 | 204 |
Avg Bars in Losers | 83 | 72 | 95 | 83 | 72 | 95 |
Bars Traded | 13922 | 6135 | 7788 | 13922 | 6135 | 7788 |
Profit Streak | 0 | 0 | 13.6092 | 0 | 0 | 13.6092 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459327 | -167129 | -526222 | -70429 | -185619 | -671809 |
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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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