Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350763.4691 | 1274370.9518 | 76392.5173 | 5281812.939 | 5918240.1758 | -636427.2368 |
Total P&L (%) | 1350.7635 | 1274.371 | 76.3925 | 5281.8129 | 5918.2402 | -636.4272 |
Avg Daily Profit (%) | 0.7401 | 0.6982 | 0.0419 | 0.2186 | 0.2247 | 0 |
Buy And Hold Return (%) | 685.5028 | 685.5028 | 685.5028 | 685.5028 | 685.5028 | 685.5028 |
Max Trade Drawdown | -65206 | -67881 | -54180 | -7754686 | -6018540 | -4120373 |
Profit Factor | 3.2313 | 5.4667 | 1.2387 | 1.1796 | 1.4042 | 0.9569 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 39.8148 | 40.7407 | 38.8889 | 39.8148 | 40.7407 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.8846 | 7.9515 | 1.9465 | 1.7831 | 2.0425 | 1.5037 |
Largest Winning Trade | 695140 | 695140 | 76952 | 7766076 | 7766076 | 2566194 |
Largest Losing Trade | -29572 | -20975 | -29572 | -2071922 | -2071922 | -1949217 |
Avg Bars in Trades | 198 | 192 | 205 | 198 | 192 | 205 |
Avg Bars in Winners | 323 | 298 | 349 | 323 | 298 | 349 |
Avg Bars in Losers | 116 | 118 | 113 | 116 | 118 | 113 |
Bars Traded | 21449 | 10368 | 11081 | 21449 | 10368 | 11081 |
Profit Streak | 18.3236 | 0 | 28.7402 | 18.3236 | 0 | 28.7402 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310816 | -171051 | -485793 | -16793 | -173575 | -761836 |
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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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