Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494491.7591 | 1421822.4176 | 72669.3415 | 3754056.1951 | 4444974.7937 | -690918.5986 |
Total P&L (%) | 1494.4918 | 1421.8224 | 72.6693 | 3754.0562 | 4444.9748 | -690.9186 |
Avg Daily Profit (%) | 0.5979 | 0.5688 | 0.0291 | 0.1462 | 0.1528 | 0 |
Buy And Hold Return (%) | 493.7016 | 493.7016 | 493.7016 | 493.7016 | 493.7016 | 493.7016 |
Max Trade Drawdown | -128695 | -85364 | -69229 | -13463657 | -7430338 | -7640131 |
Profit Factor | 2.8523 | 4.6784 | 1.1729 | 1.077 | 1.1802 | 0.9713 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 47.1154 | 50 | 44.2308 | 47.1154 | 50 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.2016 | 4.6784 | 1.4789 | 1.2089 | 1.1802 | 1.2247 |
Largest Winning Trade | 1004324 | 1004324 | 60390 | 7900292 | 7900292 | 2961767 |
Largest Losing Trade | -34509 | -34509 | -30194 | -3232032 | -1948103 | -3232032 |
Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
Avg Bars in Winners | 70 | 59 | 82 | 70 | 59 | 82 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 9772 | 4577 | 5195 | 9772 | 4577 | 5195 |
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 | 495478 | 549138 | -352674 | -133280 | -14977 | -581632 |
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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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