Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1580629.5091 | 1487640.3553 | 92989.1538 | 4372718.2448 | 3743584.5477 | 629133.6971 |
Total P&L (%) | 1580.6295 | 1487.6404 | 92.9892 | 4372.7182 | 3743.5845 | 629.1337 |
Avg Daily Profit (%) | 0.8703 | 0.8191 | 0.0512 | 0.2095 | 0.2011 | 0.1094 |
Buy And Hold Return (%) | 593.1865 | 593.1865 | 593.1865 | 593.1865 | 593.1865 | 593.1865 |
Max Trade Drawdown | -97649 | -69887 | -59044 | -9523466 | -6148980 | -4485433 |
Profit Factor | 3.8933 | 5.745 | 1.3995 | 1.1857 | 1.2867 | 1.06 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 43.2203 | 42.3729 | 44.0678 | 43.2203 | 42.3729 | 44.0678 |
Ratio Avg Win / Avg Loss | 5.1148 | 7.8132 | 1.7763 | 1.5577 | 1.7499 | 1.3454 |
Largest Winning Trade | 793347 | 793347 | 63042 | 6707549 | 6707549 | 1967531 |
Largest Losing Trade | -28371 | -28371 | -25053 | -2356670 | -1864043 | -2356670 |
Avg Bars in Trades | 88 | 92 | 83 | 88 | 92 | 83 |
Avg Bars in Winners | 123 | 125 | 120 | 123 | 125 | 120 |
Avg Bars in Losers | 61 | 68 | 54 | 61 | 68 | 54 |
Bars Traded | 10413 | 5468 | 4945 | 10413 | 5468 | 4945 |
Profit Streak | 0 | 83.5539 | 0 | 0 | 83.5539 | 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 | 521204 | -161113 | -467500 | -9333 | -170386 | -526917 |
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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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