Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2305791.6699 | 2260793.2736 | 44998.3963 | 1247592.2172 | 3413013.8577 | -2165421.6405 |
Total P&L (%) | 2305.7917 | 2260.7933 | 44.9984 | 1247.5922 | 3413.0139 | -2165.4216 |
Avg Daily Profit (%) | 1.0411 | 1.0208 | 0.0203 | 0.1175 | 0.1608 | 0 |
Buy And Hold Return (%) | 510.6785 | 510.6785 | 510.6785 | 510.6785 | 510.6785 | 510.6785 |
Max Trade Drawdown | -168178 | -83438 | -152460 | -6349906 | -3787123 | -4865871 |
Profit Factor | 3.963 | 6.1388 | 1.133 | 1.0639 | 1.3265 | 0.7617 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 49.5727 | 49.1525 | 50 | 49.5727 | 49.1525 | 50 |
Ratio Avg Win / Avg Loss | 4.0313 | 6.3505 | 1.133 | 1.0822 | 1.3723 | 0.7617 |
Largest Winning Trade | 2067678 | 2067678 | 32856 | 6845276 | 6845276 | 1007915 |
Largest Losing Trade | -57173 | -51408 | -57173 | -4102937 | -1568704 | -4102937 |
Avg Bars in Trades | 74 | 115 | 32 | 74 | 115 | 32 |
Avg Bars in Winners | 71 | 105 | 37 | 71 | 105 | 37 |
Avg Bars in Losers | 77 | 125 | 27 | 77 | 125 | 27 |
Bars Traded | 8690 | 6806 | 1884 | 8690 | 6806 | 1884 |
Profit Streak | 0 | 0 | 36.7892 | 0 | 0 | 36.7892 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 676435 | -156966 | -584749 | -189794 | -169272 | -759843 |
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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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