Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312305.0827 | 1310170.5436 | 2134.5391 | 1032250.5937 | 2444827.299 | -1412576.7054 |
Total P&L (%) | 1312.3051 | 1310.1705 | 2.1345 | 1032.2506 | 2444.8273 | -1412.5767 |
Avg Daily Profit (%) | 0.7218 | 0.7207 | 0.0012 | 0.1336 | 0.1782 | 0 |
Buy And Hold Return (%) | 596.6224 | 596.6224 | 596.6224 | 596.6224 | 596.6224 | 596.6224 |
Max Trade Drawdown | -159033 | -91290 | -87465 | -5530268 | -3658885 | -2966690 |
Profit Factor | 3.0814 | 5.4209 | 1.0064 | 1.0803 | 1.4106 | 0.7955 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 36.4583 | 37.5 | 35.4167 | 36.4583 | 37.5 | 35.4167 |
Ratio Avg Win / Avg Loss | 5.3704 | 9.0349 | 1.8352 | 1.8827 | 2.351 | 1.4506 |
Largest Winning Trade | 788885 | 788885 | 76752 | 2366784 | 2366784 | 1526134 |
Largest Losing Trade | -34466 | -23212 | -34466 | -983460 | -983460 | -753598 |
Avg Bars in Trades | 110 | 98 | 123 | 110 | 98 | 123 |
Avg Bars in Winners | 205 | 163 | 250 | 205 | 163 | 250 |
Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
Bars Traded | 10655 | 4739 | 5916 | 10655 | 4739 | 5916 |
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 | 281380 | 368524 | -574990 | -159114 | 101319 | -584693 |
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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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