Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2070568.1785 | 2015393.0897 | 55175.0888 | 1987101.1687 | 1624139.8381 | 362961.3306 |
Total P&L (%) | 2070.5682 | 2015.3931 | 55.1751 | 1987.1012 | 1624.1398 | 362.9613 |
Avg Daily Profit (%) | 0.915 | 0.8906 | 0.0244 | 0.1344 | 0.1259 | 0.0677 |
Buy And Hold Return (%) | 191.4761 | 191.4761 | 191.4761 | 191.4761 | 191.4761 | 191.4761 |
Max Trade Drawdown | -101455 | -63725 | -80068 | -4099400 | -2963534 | -1948001 |
Profit Factor | 4.0336 | 6.8331 | 1.1637 | 1.119 | 1.1824 | 1.0466 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 51.8987 | 47.5 | 56.4103 | 51.8987 | 47.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.7385 | 7.5524 | 0.8992 | 1.0371 | 1.3069 | 0.8087 |
Largest Winning Trade | 1483660 | 1483660 | 63554 | 3352472 | 3352472 | 1588595 |
Largest Losing Trade | -56980 | -44474 | -56980 | -1573751 | -1573751 | -1544219 |
Avg Bars in Trades | 82 | 74 | 90 | 82 | 74 | 90 |
Avg Bars in Winners | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Losers | 49 | 44 | 54 | 49 | 44 | 54 |
Bars Traded | 6505 | 2991 | 3514 | 6505 | 2991 | 3514 |
Profit Streak | 0 | 0 | 159.735 | 0 | 0 | 159.735 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10679 | 749837 | -366376 | -133899 | -45328 | -279218 |
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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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