Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150601.7826 | 1125309.6509 | 25292.1317 | 1573319.4866 | 2466329.3101 | -893009.8235 |
Total P&L (%) | 1150.6018 | 1125.3097 | 25.2921 | 1573.3195 | 2466.3293 | -893.0098 |
Avg Daily Profit (%) | 0.6318 | 0.6179 | 0.0139 | 0.1548 | 0.1783 | 0 |
Buy And Hold Return (%) | 637.876 | 637.876 | 637.876 | 637.876 | 637.876 | 637.876 |
Max Trade Drawdown | -104446 | -87772 | -85312 | -4499302 | -3124991 | -1728236 |
Profit Factor | 2.6285 | 4.4334 | 1.0668 | 1.1179 | 1.3801 | 0.8697 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 52.5862 | 56.8966 | 48.2759 | 52.5862 | 56.8966 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.3699 | 3.3586 | 1.143 | 1.008 | 1.0455 | 0.9318 |
Largest Winning Trade | 660983 | 660983 | 75638 | 1827846 | 1827846 | 1297204 |
Largest Losing Trade | -55000 | -27104 | -55000 | -1183499 | -1183499 | -751948 |
Avg Bars in Trades | 185 | 183 | 186 | 185 | 183 | 186 |
Avg Bars in Winners | 252 | 234 | 274 | 252 | 234 | 274 |
Avg Bars in Losers | 110 | 117 | 103 | 110 | 117 | 103 |
Bars Traded | 21470 | 10662 | 10808 | 21470 | 10662 | 10808 |
Profit Streak | 0 | 87.2266 | 0 | 0 | 87.2266 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330756 | -167270 | -667876 | -86300 | -171713 | -761503 |
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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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