Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418431.8711 | 1279075.3091 | 139356.5619 | 12489094.0108 | 5503501.1587 | 6985592.852 |
Total P&L (%) | 1418.4319 | 1279.0753 | 139.3566 | 12489.094 | 5503.5012 | 6985.5929 |
Avg Daily Profit (%) | 0.6289 | 0.5672 | 0.0618 | 0.2146 | 0.1787 | 0.1891 |
Buy And Hold Return (%) | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 |
Max Trade Drawdown | -102890 | -59652 | -85428 | -12269177 | -5126049 | -9343131 |
Profit Factor | 3.6651 | 5.8222 | 1.522 | 1.3851 | 1.3379 | 1.4326 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 57.1429 | 56.0976 | 56.6265 | 57.1429 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.8073 | 4.3666 | 1.1911 | 1.0609 | 1.0034 | 1.1212 |
Largest Winning Trade | 802189 | 802189 | 56031 | 6394864 | 6394864 | 5342517 |
Largest Losing Trade | -50105 | -45030 | -50105 | -4834778 | -2801591 | -4834778 |
Avg Bars in Trades | 101 | 65 | 137 | 101 | 65 | 137 |
Avg Bars in Winners | 117 | 72 | 165 | 117 | 72 | 165 |
Avg Bars in Losers | 78 | 57 | 100 | 78 | 57 | 100 |
Bars Traded | 8383 | 2765 | 5618 | 8383 | 2765 | 5618 |
Profit Streak | 0 | 0 | 310.8127 | 0 | 0 | 310.8127 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568537 | 644162 | -272961 | 300527 | 329046 | 382757 |
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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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