Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285281.6055 | 1216563.1086 | 68718.4969 | 4463639.0594 | 3583472.0956 | 880166.9638 |
Total P&L (%) | 1285.2816 | 1216.5631 | 68.7185 | 4463.6391 | 3583.4721 | 880.167 |
Avg Daily Profit (%) | 0.7092 | 0.6713 | 0.0379 | 0.211 | 0.1992 | 0.126 |
Buy And Hold Return (%) | 485.8292 | 485.8292 | 485.8292 | 485.8292 | 485.8292 | 485.8292 |
Max Trade Drawdown | -103395 | -56886 | -59187 | -5079865 | -3411362 | -2679636 |
Profit Factor | 3.4246 | 6.1407 | 1.2342 | 1.289 | 1.481 | 1.1101 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.3415 | 43.9024 | 48.7805 | 46.3415 | 43.9024 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.9654 | 7.8465 | 1.2959 | 1.4925 | 1.8923 | 1.1656 |
Largest Winning Trade | 686786 | 686786 | 78189 | 3189827 | 3189827 | 2716365 |
Largest Losing Trade | -36448 | -21971 | -36448 | -1856432 | -1856432 | -1002002 |
Avg Bars in Trades | 130 | 113 | 146 | 130 | 113 | 146 |
Avg Bars in Winners | 184 | 157 | 208 | 184 | 157 | 208 |
Avg Bars in Losers | 83 | 79 | 88 | 83 | 79 | 88 |
Bars Traded | 10676 | 4658 | 6018 | 10676 | 4658 | 6018 |
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 | 191258 | 529435 | -308784 | -2051 | 287860 | -132376 |
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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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