Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374789.8194 | 1299739.2938 | 75050.5257 | 5938184.1561 | 7474843.6245 | -1536659.4684 |
Total P&L (%) | 1374.7898 | 1299.7393 | 75.0505 | 5938.1842 | 7474.8436 | -1536.6595 |
Avg Daily Profit (%) | 0.759 | 0.7176 | 0.0414 | 0.2267 | 0.2392 | 0 |
Buy And Hold Return (%) | 641.8149 | 641.8149 | 641.8149 | 641.8149 | 641.8149 | 641.8149 |
Max Trade Drawdown | -91041 | -85550 | -88891 | -12420456 | -7416823 | -7398054 |
Profit Factor | 3.08 | 5.5383 | 1.2004 | 1.1846 | 1.5294 | 0.9149 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 37.9845 | 37.5 | 38.4615 | 37.9845 | 37.5 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.0285 | 9.2304 | 1.9206 | 1.934 | 2.5489 | 1.4638 |
Largest Winning Trade | 740061 | 740061 | 70050 | 6903082 | 6903082 | 4263729 |
Largest Losing Trade | -38850 | -23869 | -38850 | -3451163 | -1940432 | -3451163 |
Avg Bars in Trades | 166 | 159 | 173 | 166 | 159 | 173 |
Avg Bars in Winners | 316 | 295 | 336 | 316 | 295 | 336 |
Avg Bars in Losers | 75 | 78 | 72 | 75 | 78 | 72 |
Bars Traded | 21500 | 10207 | 11293 | 21500 | 10207 | 11293 |
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 | 303387 | -130389 | -439195 | -12427 | -133349 | -715556 |
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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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