Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569314.4342 | 1532464.5688 | 36849.8654 | 1681646.1988 | 594501.9054 | 1087144.2935 |
Total P&L (%) | 1569.3144 | 1532.4646 | 36.8499 | 1681.6462 | 594.5019 | 1087.1443 |
Avg Daily Profit (%) | 0.6645 | 0.6489 | 0.0156 | 0.122 | 0.0821 | 0.1048 |
Buy And Hold Return (%) | 427.1246 | 427.1246 | 427.1246 | 427.1246 | 427.1246 | 427.1246 |
Max Trade Drawdown | -113366 | -112887 | -117865 | -3789862 | -2391451 | -1541907 |
Profit Factor | 3.54 | 6.1738 | 1.1146 | 1.2014 | 1.1337 | 1.2785 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 43.3962 | 33.9623 | 52.8302 | 43.3962 | 33.9623 | 52.8302 |
Ratio Avg Win / Avg Loss | 4.6174 | 12.0045 | 0.9951 | 1.567 | 2.2044 | 1.1415 |
Largest Winning Trade | 1283387 | 1283387 | 59814 | 1866405 | 1560461 | 1866405 |
Largest Losing Trade | -45093 | -30725 | -45093 | -1288154 | -1288154 | -1193430 |
Avg Bars in Trades | 64 | 47 | 81 | 64 | 47 | 81 |
Avg Bars in Winners | 99 | 95 | 101 | 99 | 95 | 101 |
Avg Bars in Losers | 37 | 22 | 59 | 37 | 22 | 59 |
Bars Traded | 6827 | 2501 | 4326 | 6827 | 2501 | 4326 |
Profit Streak | 0 | 0 | 11.137 | 0 | 0 | 11.137 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501622 | -168755 | -613001 | -33659 | -385712 | -235246 |
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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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