Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2004120.1501 | 1921814.3165 | 82305.8337 | 10381821.5747 | 4285149.7991 | 6096671.7756 |
Total P&L (%) | 2004.1202 | 1921.8143 | 82.3058 | 10381.8216 | 4285.1498 | 6096.6718 |
Avg Daily Profit (%) | 0.9622 | 0.9227 | 0.0395 | 0.2236 | 0.1817 | 0.1983 |
Buy And Hold Return (%) | 623.6233 | 623.6233 | 623.6233 | 623.6233 | 623.6233 | 623.6233 |
Max Trade Drawdown | -113011 | -35805 | -80669 | -2398321 | -1548494 | -2377412 |
Profit Factor | 5.7911 | 12.8866 | 1.3207 | 1.773 | 1.7143 | 1.8204 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 46.4286 | 47.619 | 45.2381 | 46.4286 | 47.619 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.682 | 14.1753 | 1.5988 | 2.0457 | 1.8857 | 2.2036 |
Largest Winning Trade | 1396448 | 1396448 | 57537 | 3596783 | 2259419 | 3596783 |
Largest Losing Trade | -33566 | -21112 | -33566 | -1814895 | -1109934 | -1814895 |
Avg Bars in Trades | 283 | 267 | 298 | 283 | 267 | 298 |
Avg Bars in Winners | 455 | 406 | 507 | 455 | 406 | 507 |
Avg Bars in Losers | 133 | 141 | 126 | 133 | 141 | 126 |
Bars Traded | 23772 | 11233 | 12539 | 23772 | 11233 | 12539 |
Profit Streak | 0 | 0 | 327.8192 | 0 | 0 | 327.8192 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633467 | 643667 | -305414 | 375744 | 365822 | 382840 |
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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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