Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2145340.1871 | 2094734.2617 | 50605.9254 | 1033598.7266 | 1417504.4536 | -383905.7271 |
Total P&L (%) | 2145.3402 | 2094.7343 | 50.6059 | 1033.5987 | 1417.5045 | -383.9057 |
Avg Daily Profit (%) | 0.9669 | 0.9441 | 0.0228 | 0.1095 | 0.1227 | 0 |
Buy And Hold Return (%) | 708.8235 | 708.8235 | 708.8235 | 708.8235 | 708.8235 | 708.8235 |
Max Trade Drawdown | -135753 | -73524 | -85746 | -4278132 | -2342395 | -2821363 |
Profit Factor | 4.2773 | 9.052 | 1.1283 | 1.0695 | 1.1936 | 0.9491 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 48.4848 | 48.9796 | 48 | 48.4848 | 48.9796 | 48 |
Ratio Avg Win / Avg Loss | 4.5446 | 9.4292 | 1.2223 | 1.1364 | 1.2434 | 1.0282 |
Largest Winning Trade | 1982879 | 1982879 | 49666 | 2839775 | 2839775 | 1396746 |
Largest Losing Trade | -46835 | -39338 | -46835 | -1493422 | -1493422 | -1399231 |
Avg Bars in Trades | 128 | 132 | 123 | 128 | 132 | 123 |
Avg Bars in Winners | 165 | 149 | 181 | 165 | 149 | 181 |
Avg Bars in Losers | 93 | 116 | 71 | 93 | 116 | 71 |
Bars Traded | 12699 | 6500 | 6199 | 12699 | 6500 | 6199 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617861 | 661243 | -588413 | -214010 | -43582 | -759944 |
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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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