Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1992706.3914 | 2026767.6916 | -34061.3003 | 30776.7967 | 1007077.3509 | -976300.5542 |
Total P&L (%) | 1992.7064 | 2026.7677 | -34.0613 | 30.7768 | 1007.0774 | -976.3006 |
Avg Daily Profit (%) | 0.8602 | 0.8749 | -0.0147 | 0.0116 | 0.1038 | 0 |
Buy And Hold Return (%) | 15.891 | 15.891 | 15.891 | 15.891 | 15.891 | 15.891 |
Max Trade Drawdown | -143328 | -111186 | -99985 | -2039974 | -1036553 | -1490140 |
Profit Factor | 3.492 | 6.1539 | 0.9162 | 1.0067 | 1.5304 | 0.6359 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 51.6129 | 46.8085 | 56.5217 | 51.6129 | 46.8085 | 56.5217 |
Ratio Avg Win / Avg Loss | 3.2738 | 6.9931 | 0.7048 | 0.9438 | 1.7391 | 0.4892 |
Largest Winning Trade | 1929938 | 1929938 | 85598 | 1072302 | 1072302 | 575154 |
Largest Losing Trade | -68656 | -42482 | -68656 | -1490140 | -427084 | -1490140 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 4284 | 1897 | 2387 | 4284 | 1897 | 2387 |
Profit Streak | 0 | 0 | 56.6482 | 0 | 0 | 56.6482 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 732775 | 741573 | -578878 | -399016 | -52487 | -578878 |
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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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