Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2092273.7546 | 1985828.9098 | 106444.8447 | 6617516.1058 | 4095458.11 | 2522057.9957 |
Total P&L (%) | 2092.2738 | 1985.8289 | 106.4448 | 6617.5161 | 4095.4581 | 2522.058 |
Avg Daily Profit (%) | 1.1195 | 1.0625 | 0.057 | 0.2254 | 0.2001 | 0.1749 |
Buy And Hold Return (%) | 449.6125 | 449.6125 | 449.6125 | 449.6125 | 449.6125 | 449.6125 |
Max Trade Drawdown | -115858 | -100799 | -98023 | -11898879 | -8306108 | -7568520 |
Profit Factor | 4.5244 | 7.0399 | 1.4019 | 1.1494 | 1.17 | 1.1249 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 44.8598 | 38.8889 | 50.9434 | 44.8598 | 38.8889 | 50.9434 |
Ratio Avg Win / Avg Loss | 5.5612 | 11.0627 | 1.3499 | 1.4129 | 1.8386 | 1.0833 |
Largest Winning Trade | 1503263 | 1503263 | 56301 | 8595937 | 8595937 | 3385884 |
Largest Losing Trade | -39968 | -32199 | -39968 | -3868603 | -3018225 | -3868603 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
Bars Traded | 5483 | 2391 | 3092 | 5483 | 2391 | 3092 |
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 | 631211 | -164306 | -461873 | -49605 | -208764 | -256159 |
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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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