Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365189.6272 | 1253722.1166 | 111467.5105 | 10147392.5869 | 8572124.1237 | 1575268.4633 |
Total P&L (%) | 1365.1896 | 1253.7221 | 111.4675 | 10147.3926 | 8572.1241 | 1575.2685 |
Avg Daily Profit (%) | 0.7513 | 0.6899 | 0.0613 | 0.2551 | 0.2459 | 0.1552 |
Buy And Hold Return (%) | 656.7021 | 656.7021 | 656.7021 | 656.7021 | 656.7021 | 656.7021 |
Max Trade Drawdown | -65190 | -58509 | -44673 | -7009510 | -5508832 | -5814514 |
Profit Factor | 3.8924 | 6.4075 | 1.4642 | 1.367 | 1.6643 | 1.1068 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.4485 | 7.3229 | 1.6733 | 1.5623 | 1.9021 | 1.265 |
Largest Winning Trade | 750585 | 750585 | 78417 | 7739858 | 7739858 | 4817507 |
Largest Losing Trade | -28809 | -28809 | -21171 | -2621080 | -2621080 | -2538447 |
Avg Bars in Trades | 234 | 213 | 256 | 234 | 213 | 256 |
Avg Bars in Winners | 371 | 312 | 430 | 371 | 312 | 430 |
Avg Bars in Losers | 115 | 125 | 104 | 115 | 125 | 104 |
Bars Traded | 21139 | 9589 | 11550 | 21139 | 9589 | 11550 |
Profit Streak | 0 | 105.8892 | 0 | 0 | 105.8892 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443265 | 467509 | -275828 | 326056 | 407161 | -100806 |
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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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