Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1908922.1569 | 1810530.8656 | 98391.2912 | 7308789.2046 | 2277945.6761 | 5030843.5285 |
Total P&L (%) | 1908.9222 | 1810.5309 | 98.3913 | 7308.7892 | 2277.9457 | 5030.8435 |
Avg Daily Profit (%) | 0.8433 | 0.7998 | 0.0435 | 0.1904 | 0.1401 | 0.1741 |
Buy And Hold Return (%) | 450.058 | 450.058 | 450.058 | 450.058 | 450.058 | 450.058 |
Max Trade Drawdown | -79397 | -73384 | -80838 | -7210918 | -5898681 | -2986462 |
Profit Factor | 3.5928 | 5.5057 | 1.2942 | 1.248 | 1.1286 | 1.4275 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 40.2985 | 40.2985 | 40.2985 | 40.2985 | 40.2985 | 40.2985 |
Ratio Avg Win / Avg Loss | 5.3227 | 8.1566 | 1.9174 | 1.8488 | 1.6721 | 2.1149 |
Largest Winning Trade | 1436023 | 1436023 | 53120 | 4597556 | 4298695 | 4597556 |
Largest Losing Trade | -32209 | -32209 | -25619 | -2407222 | -2063486 | -2407222 |
Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
Avg Bars in Winners | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Losers | 17 | 24 | 11 | 17 | 24 | 11 |
Bars Traded | 6094 | 3421 | 2673 | 6094 | 3421 | 2673 |
Profit Streak | 0 | 0 | 54.313 | 0 | 0 | 54.313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523483 | -101602 | -419639 | 194927 | -205540 | -110377 |
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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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