Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2483310.1877 | 2429037.4174 | 54272.7702 | 1928648.1223 | 2463143.0523 | -534494.9301 |
Total P&L (%) | 2483.3102 | 2429.0374 | 54.2728 | 1928.6481 | 2463.1431 | -534.4949 |
Avg Daily Profit (%) | 1.1232 | 1.0986 | 0.0245 | 0.1362 | 0.1468 | 0 |
Buy And Hold Return (%) | 263.9048 | 263.9048 | 263.9048 | 263.9048 | 263.9048 | 263.9048 |
Max Trade Drawdown | -140302 | -95979 | -108689 | -3939499 | -2803198 | -2936450 |
Profit Factor | 4.3436 | 7.222 | 1.154 | 1.1377 | 1.3148 | 0.9135 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 29.0598 | 30.5085 | 27.5862 | 29.0598 | 30.5085 | 27.5862 |
Ratio Avg Win / Avg Loss | 10.6035 | 16.4501 | 3.0294 | 2.7773 | 2.9949 | 2.398 |
Largest Winning Trade | 2263118 | 2263118 | 58386 | 4210667 | 4210667 | 1367055 |
Largest Losing Trade | -51835 | -31986 | -51835 | -1373921 | -1016904 | -1373921 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 76 | 71 | 83 | 76 | 71 | 83 |
Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
Bars Traded | 4115 | 1926 | 2188 | 4115 | 1926 | 2188 |
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 | 329371 | -162584 | -574567 | -90299 | -179882 | -776749 |
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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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