Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265959.1778 | 1179150.1914 | 86808.9864 | 6068957.7849 | 5383111.6792 | 685846.1057 |
Total P&L (%) | 1265.9592 | 1179.1502 | 86.809 | 6068.9578 | 5383.1117 | 685.8461 |
Avg Daily Profit (%) | 0.6979 | 0.65 | 0.0479 | 0.2275 | 0.221 | 0.1137 |
Buy And Hold Return (%) | 508.9646 | 508.9646 | 508.9646 | 508.9646 | 508.9646 | 508.9646 |
Max Trade Drawdown | -212019 | -110045 | -126218 | -2806112 | -943062 | -1961407 |
Profit Factor | 3.5981 | 6.0709 | 1.3408 | 1.747 | 2.5811 | 1.1453 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 32.8 | 27.4194 | 38.0952 | 32.8 | 27.4194 | 38.0952 |
Ratio Avg Win / Avg Loss | 7.3717 | 16.0701 | 2.1788 | 3.5792 | 6.8322 | 1.8611 |
Largest Winning Trade | 589124 | 589124 | 72722 | 2674896 | 1938643 | 2674896 |
Largest Losing Trade | -27734 | -27734 | -25930 | -849122 | -525902 | -849122 |
Avg Bars in Trades | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Winners | 97 | 109 | 89 | 97 | 109 | 89 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 5222 | 2423 | 2799 | 5222 | 2423 | 2799 |
Profit Streak | 8.6988 | 0 | 9.6988 | 8.6988 | 0 | 9.6988 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350371 | -157974 | -444256 | 212301 | -160471 | -308930 |
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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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