Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397196.7859 | 1346036.0353 | 51160.7506 | 2884970.2568 | 3532522.0157 | -647551.759 |
Total P&L (%) | 1397.1968 | 1346.036 | 51.1608 | 2884.9703 | 3532.522 | -647.5518 |
Avg Daily Profit (%) | 0.771 | 0.7428 | 0.0282 | 0.1876 | 0.1984 | 0 |
Buy And Hold Return (%) | 510.6513 | 510.6513 | 510.6513 | 510.6513 | 510.6513 | 510.6513 |
Max Trade Drawdown | -104349 | -68685 | -59321 | -2885345 | -1896802 | -1509966 |
Profit Factor | 3.0381 | 4.9515 | 1.1483 | 1.1886 | 1.4637 | 0.9156 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 35.8025 | 29.6296 | 41.9753 | 35.8025 | 29.6296 | 41.9753 |
Ratio Avg Win / Avg Loss | 5.4477 | 11.7597 | 1.5874 | 2.1314 | 3.4762 | 1.2657 |
Largest Winning Trade | 732115 | 732115 | 73399 | 4103536 | 4103536 | 1159841 |
Largest Losing Trade | -34464 | -14343 | -34464 | -512152 | -464864 | -512152 |
Avg Bars in Trades | 64 | 59 | 70 | 64 | 59 | 70 |
Avg Bars in Winners | 130 | 134 | 127 | 130 | 134 | 127 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 10496 | 4796 | 5701 | 10496 | 4796 | 5701 |
Profit Streak | 11.0407 | 0 | 16.0407 | 11.0407 | 0 | 16.0407 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408390 | -4366 | -391681 | -8910 | -11203 | -593612 |
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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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