Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2179143.2832 | 2103069.0084 | 76074.2748 | 3420109.5011 | 3056671.0679 | 363438.4332 |
Total P&L (%) | 2179.1433 | 2103.069 | 76.0743 | 3420.1095 | 3056.6711 | 363.4384 |
Avg Daily Profit (%) | 1.1671 | 1.1263 | 0.0407 | 0.1909 | 0.1851 | 0.0822 |
Buy And Hold Return (%) | 470.891 | 470.891 | 470.891 | 470.891 | 470.891 | 470.891 |
Max Trade Drawdown | -113963 | -119718 | -65331 | -5027491 | -4854939 | -3027671 |
Profit Factor | 4.9922 | 7.2262 | 1.3656 | 1.2064 | 1.3167 | 1.0525 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 39.5349 | 32.5581 | 46.5116 | 39.5349 | 32.5581 | 46.5116 |
Ratio Avg Win / Avg Loss | 7.6352 | 14.9685 | 1.5705 | 1.8451 | 2.7275 | 1.2104 |
Largest Winning Trade | 1678481 | 1678481 | 54296 | 5514371 | 5514371 | 1403111 |
Largest Losing Trade | -38866 | -30758 | -38866 | -2623596 | -1201828 | -2623596 |
Avg Bars in Trades | 126 | 114 | 138 | 126 | 114 | 138 |
Avg Bars in Winners | 205 | 200 | 209 | 205 | 200 | 209 |
Avg Bars in Losers | 74 | 72 | 76 | 74 | 72 | 76 |
Bars Traded | 10857 | 4911 | 5946 | 10857 | 4911 | 5946 |
Profit Streak | 0 | 54.8203 | 0 | 0 | 54.8203 | 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 | 567703 | 503990 | -303969 | 170747 | 97132 | -413083 |
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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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