Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2032486.5318 | 1997021.6233 | 35464.9085 | 1705143.4411 | 2505688.6674 | -800545.2263 |
Total P&L (%) | 2032.4865 | 1997.0216 | 35.4649 | 1705.1434 | 2505.6887 | -800.5452 |
Avg Daily Profit (%) | 0.8963 | 0.8806 | 0.0156 | 0.1277 | 0.1439 | 0 |
Buy And Hold Return (%) | 123.1496 | 123.1496 | 123.1496 | 123.1496 | 123.1496 | 123.1496 |
Max Trade Drawdown | -126768 | -72891 | -135040 | -2953974 | -1765785 | -2063795 |
Profit Factor | 3.5384 | 6.7349 | 1.0784 | 1.1332 | 1.4246 | 0.8839 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 45.5285 | 46.7742 | 44.2623 | 45.5285 | 46.7742 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.2334 | 7.6638 | 1.358 | 1.3558 | 1.6211 | 1.1131 |
Largest Winning Trade | 1716140 | 1716140 | 64756 | 3058950 | 3058950 | 831317 |
Largest Losing Trade | -32616 | -32616 | -31504 | -1156104 | -854397 | -1156104 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 100 | 80 | 121 | 100 | 80 | 121 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 8676 | 3935 | 4741 | 8676 | 3935 | 4741 |
Profit Streak | 0 | 0 | 51.2875 | 0 | 0 | 51.2875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668158 | -133670 | -635390 | -97560 | -154040 | -742459 |
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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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