Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643286.6602 | 1562907.9043 | 80378.7559 | 4938599.6386 | 2285989.4385 | 2652610.2001 |
Total P&L (%) | 1643.2867 | 1562.9079 | 80.3788 | 4938.5996 | 2285.9894 | 2652.6102 |
Avg Daily Profit (%) | 0.7265 | 0.6909 | 0.0355 | 0.1734 | 0.1403 | 0.1467 |
Buy And Hold Return (%) | 353.9474 | 353.9474 | 353.9474 | 353.9474 | 353.9474 | 353.9474 |
Max Trade Drawdown | -143338 | -55914 | -113323 | -6147408 | -4450589 | -3475430 |
Profit Factor | 3.7989 | 7.2126 | 1.2395 | 1.2608 | 1.2679 | 1.255 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 40.2062 | 34.6939 | 45.8333 | 40.2062 | 34.6939 | 45.8333 |
Ratio Avg Win / Avg Loss | 5.6497 | 13.5766 | 1.4649 | 1.8751 | 2.3866 | 1.4832 |
Largest Winning Trade | 1171610 | 1171610 | 60099 | 3341023 | 2628049 | 3341023 |
Largest Losing Trade | -31783 | -24488 | -31783 | -2069396 | -1016106 | -2069396 |
Avg Bars in Trades | 86 | 61 | 113 | 86 | 61 | 113 |
Avg Bars in Winners | 162 | 130 | 187 | 162 | 130 | 187 |
Avg Bars in Losers | 35 | 24 | 50 | 35 | 24 | 50 |
Bars Traded | 8437 | 3004 | 5433 | 8437 | 3004 | 5433 |
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 | 513020 | 469916 | -313022 | 187775 | -10491 | 51877 |
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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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