Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2305289.8103 | 2098574.707 | 206715.1033 | 5188475.6804 | 2653217.8052 | 2535257.8752 |
Total P&L (%) | 2305.2898 | 2098.5747 | 206.7151 | 5188.4757 | 2653.2178 | 2535.2579 |
Avg Daily Profit (%) | 0.9962 | 0.9069 | 0.0893 | 0.1716 | 0.1434 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149906 | -135053 | -80517 | -3696200 | -4472687 | -2460046 |
Profit Factor | 4.0535 | 5.4244 | 1.7366 | 1.3051 | 1.2477 | 1.4027 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 45.2174 | 35.0877 | 55.1724 | 45.2174 | 35.0877 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.911 | 10.0351 | 1.411 | 1.5811 | 2.3082 | 1.1397 |
Largest Winning Trade | 1775513 | 1775513 | 42126 | 4041218 | 4041218 | 987933 |
Largest Losing Trade | -45023 | -45023 | -44769 | -2519310 | -2519310 | -1473087 |
Avg Bars in Trades | 58 | 92 | 25 | 58 | 92 | 25 |
Avg Bars in Winners | 82 | 171 | 27 | 82 | 171 | 27 |
Avg Bars in Losers | 39 | 49 | 23 | 39 | 49 | 23 |
Bars Traded | 6757 | 5272 | 1485 | 6757 | 5272 | 1485 |
Profit Streak | 0 | 91.0378 | 0 | 0 | 91.0378 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679776 | -164208 | -250623 | 268796 | -185920 | -182143 |
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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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