Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2034959.9596 | 1926148.1685 | 108811.7911 | 7543029.8812 | 3718058.6911 | 3824971.1901 |
Total P&L (%) | 2034.96 | 1926.1482 | 108.8118 | 7543.0299 | 3718.0587 | 3824.9712 |
Avg Daily Profit (%) | 0.8991 | 0.8511 | 0.0481 | 0.1918 | 0.1611 | 0.1623 |
Buy And Hold Return (%) | 345.5414 | 345.5414 | 345.5414 | 345.5414 | 345.5414 | 345.5414 |
Max Trade Drawdown | -162301 | -62479 | -136755 | -5791969 | -5664668 | -3611593 |
Profit Factor | 4.523 | 7.8843 | 1.3653 | 1.3 | 1.2868 | 1.3141 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 46.087 | 37.931 | 54.386 | 46.087 | 37.931 | 54.386 |
Ratio Avg Win / Avg Loss | 5.291 | 12.9016 | 1.1451 | 1.5208 | 2.1057 | 1.1022 |
Largest Winning Trade | 1446029 | 1446029 | 60412 | 4791974 | 4791974 | 4209254 |
Largest Losing Trade | -33899 | -28616 | -33899 | -2312406 | -2312406 | -2264162 |
Avg Bars in Trades | 75 | 63 | 87 | 75 | 63 | 87 |
Avg Bars in Winners | 122 | 116 | 126 | 122 | 116 | 126 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 8662 | 3672 | 4990 | 8662 | 3672 | 4990 |
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 | 674649 | -164238 | -473483 | 286065 | -176207 | -171601 |
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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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