Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612391.9508 | 1602844.9553 | 9546.9955 | 1404623.2222 | 1928188.9039 | -523565.6817 |
Total P&L (%) | 1612.392 | 1602.845 | 9.547 | 1404.6232 | 1928.1889 | -523.5657 |
Avg Daily Profit (%) | 0.7114 | 0.7072 | 0.0042 | 0.1197 | 0.1329 | 0 |
Buy And Hold Return (%) | 531.6985 | 531.6985 | 531.6985 | 531.6985 | 531.6985 | 531.6985 |
Max Trade Drawdown | -129205 | -76382 | -92148 | -3338777 | -2009442 | -2166945 |
Profit Factor | 3.6979 | 6.6475 | 1.0304 | 1.1139 | 1.3442 | 0.9222 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 31.7757 | 29.6296 | 33.9623 | 31.7757 | 29.6296 | 33.9623 |
Ratio Avg Win / Avg Loss | 7.9397 | 15.7878 | 2.0036 | 2.3917 | 3.1925 | 1.7931 |
Largest Winning Trade | 1187516 | 1187516 | 59124 | 1780974 | 1780974 | 1206993 |
Largest Losing Trade | -27080 | -15520 | -27080 | -1016492 | -351591 | -1016492 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 95 | 84 | 104 | 95 | 84 | 104 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 4098 | 1736 | 2361 | 4098 | 1736 | 2361 |
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 | 337102 | -171940 | -725490 | -137129 | -206048 | -764570 |
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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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