Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2158265.8318 | 2077370.0797 | 80895.7521 | 2235652.8581 | 3309169.4149 | -1073516.5568 |
Total P&L (%) | 2158.2658 | 2077.3701 | 80.8958 | 2235.6529 | 3309.1694 | -1073.5166 |
Avg Daily Profit (%) | 1.2 | 1.1551 | 0.045 | 0.1753 | 0.1964 | 0 |
Buy And Hold Return (%) | 356.7227 | 356.7227 | 356.7227 | 356.7227 | 356.7227 | 356.7227 |
Max Trade Drawdown | -93138 | -80706 | -125231 | -3584453 | -1751096 | -3050586 |
Profit Factor | 4.2463 | 8.783 | 1.2033 | 1.1475 | 1.5724 | 0.8855 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 50 | 46.0317 | 53.9683 | 50 | 46.0317 | 53.9683 |
Ratio Avg Win / Avg Loss | 4.2463 | 10.2974 | 1.0263 | 1.1475 | 1.8436 | 0.7552 |
Largest Winning Trade | 1072023 | 1072023 | 72073 | 3533787 | 3533787 | 1348286 |
Largest Losing Trade | -62871 | -33059 | -62871 | -2378416 | -694165 | -2378416 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 3437 | 1459 | 1978 | 3437 | 1459 | 1978 |
Profit Streak | 0 | 0 | 26.3157 | 0 | 0 | 26.3157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746430 | -126727 | -444742 | -50287 | -137078 | -726402 |
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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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