Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213137.5926 | 1159978.5955 | 53158.9971 | 2910824.8149 | 3252914.7211 | -342089.9061 |
Total P&L (%) | 1213.1376 | 1159.9786 | 53.159 | 2910.8248 | 3252.9147 | -342.0899 |
Avg Daily Profit (%) | 0.6646 | 0.6354 | 0.0291 | 0.1867 | 0.1926 | 0 |
Buy And Hold Return (%) | 654.316 | 654.316 | 654.316 | 654.316 | 654.316 | 654.316 |
Max Trade Drawdown | -70381 | -60861 | -79023 | -2131938 | -1362783 | -1448341 |
Profit Factor | 2.9693 | 5.7331 | 1.1433 | 1.2705 | 1.8101 | 0.9493 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 44.898 | 44.898 | 44.898 | 44.898 | 44.898 | 44.898 |
Ratio Avg Win / Avg Loss | 3.6441 | 7.0361 | 1.4031 | 1.5593 | 2.2215 | 1.165 |
Largest Winning Trade | 698855 | 698855 | 74875 | 2089013 | 2089013 | 1434455 |
Largest Losing Trade | -53864 | -21930 | -53864 | -981153 | -631199 | -981153 |
Avg Bars in Trades | 218 | 201 | 236 | 218 | 201 | 236 |
Avg Bars in Winners | 323 | 280 | 366 | 323 | 280 | 366 |
Avg Bars in Losers | 133 | 136 | 130 | 133 | 136 | 130 |
Bars Traded | 21453 | 9863 | 11590 | 21453 | 9863 | 11590 |
Profit Streak | 0 | 31.312 | 0 | 0 | 31.312 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291387 | 372272 | -384535 | 194121 | 313268 | -580999 |
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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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