Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1533035.2944 | 1409921.9628 | 123113.3316 | 6895753.2908 | 3366194.9483 | 3529558.3425 |
Total P&L (%) | 1533.0353 | 1409.922 | 123.1133 | 6895.7533 | 3366.1949 | 3529.5583 |
Avg Daily Profit (%) | 0.8347 | 0.7677 | 0.067 | 0.2316 | 0.1932 | 0.1957 |
Buy And Hold Return (%) | 601.635 | 601.635 | 601.635 | 601.635 | 601.635 | 601.635 |
Max Trade Drawdown | -103885 | -102978 | -31723 | -11338444 | -10128261 | -2896353 |
Profit Factor | 4.1333 | 4.7423 | 2.0942 | 1.2402 | 1.1531 | 1.5252 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 57.1429 | 48.8889 | 65.2174 | 57.1429 | 48.8889 | 65.2174 |
Ratio Avg Win / Avg Loss | 3.1 | 4.9579 | 1.1169 | 0.9301 | 1.2055 | 0.8134 |
Largest Winning Trade | 678481 | 678481 | 25429 | 6892543 | 6892543 | 2122364 |
Largest Losing Trade | -64123 | -64123 | -13012 | -5978728 | -5978728 | -1253256 |
Avg Bars in Trades | 112 | 209 | 16 | 112 | 209 | 16 |
Avg Bars in Winners | 113 | 241 | 18 | 113 | 241 | 18 |
Avg Bars in Losers | 110 | 179 | 11 | 110 | 179 | 11 |
Bars Traded | 10192 | 9449 | 742 | 10192 | 9449 | 742 |
Profit Streak | 0 | 86.6729 | 0 | 0 | 86.6729 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648410 | 579189 | -264014 | 270996 | -44915 | 337078 |
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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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