Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344638.9955 | 1246503.4681 | 98135.5273 | 8254281.8217 | 6639174.3612 | 1615107.4605 |
Total P&L (%) | 1344.639 | 1246.5035 | 98.1355 | 8254.2818 | 6639.1744 | 1615.1075 |
Avg Daily Profit (%) | 0.7408 | 0.6868 | 0.0541 | 0.2441 | 0.2323 | 0.1567 |
Buy And Hold Return (%) | 726.3456 | 726.3456 | 726.3456 | 726.3456 | 726.3456 | 726.3456 |
Max Trade Drawdown | -122741 | -86405 | -86761 | -1830106 | -1597568 | -1470171 |
Profit Factor | 3.8706 | 7.0923 | 1.372 | 1.7809 | 2.2971 | 1.2962 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 48.3051 | 44.0678 | 52.5424 | 48.3051 | 44.0678 | 52.5424 |
Ratio Avg Win / Avg Loss | 4.1423 | 9.0018 | 1.2392 | 1.9059 | 2.9156 | 1.1708 |
Largest Winning Trade | 636068 | 636068 | 73055 | 3111203 | 3111203 | 2131343 |
Largest Losing Trade | -35098 | -19127 | -35098 | -925380 | -719571 | -925380 |
Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
Avg Bars in Winners | 147 | 152 | 143 | 147 | 152 | 143 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 10559 | 4985 | 5574 | 10559 | 4985 | 5574 |
Profit Streak | 0 | 16.7502 | 0 | 0 | 16.7502 | 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 | 410421 | -166469 | -462319 | 412067 | -165727 | -174020 |
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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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