Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336257.414 | 1331566.4658 | 4690.9482 | 843569.9529 | 2575682.1579 | -1732112.205 |
Total P&L (%) | 1336.2574 | 1331.5665 | 4.6909 | 843.57 | 2575.6822 | -1732.1122 |
Avg Daily Profit (%) | 0.7343 | 0.7317 | 0.0026 | 0.1234 | 0.1808 | 0 |
Buy And Hold Return (%) | 628.0163 | 628.0163 | 628.0163 | 628.0163 | 628.0163 | 628.0163 |
Max Trade Drawdown | -208066 | -104790 | -125256 | -6323490 | -3384007 | -3227153 |
Profit Factor | 2.8143 | 4.4082 | 1.0136 | 1.0545 | 1.3191 | 0.7658 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 47.2727 | 45.4545 | 49.0909 | 47.2727 | 45.4545 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.139 | 5.2899 | 1.0511 | 1.1762 | 1.5829 | 0.7941 |
Largest Winning Trade | 890084 | 890084 | 59447 | 4557149 | 4557149 | 853365 |
Largest Losing Trade | -44401 | -39320 | -44401 | -1687625 | -1569775 | -1687625 |
Avg Bars in Trades | 94 | 99 | 90 | 94 | 99 | 90 |
Avg Bars in Winners | 128 | 131 | 125 | 128 | 131 | 125 |
Avg Bars in Losers | 64 | 72 | 55 | 64 | 72 | 55 |
Bars Traded | 10395 | 5445 | 4950 | 10395 | 5445 | 4950 |
Profit Streak | 0 | 154.8237 | 0 | 0 | 154.8237 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402132 | -166584 | -741161 | -248139 | -173388 | -761186 |
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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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