Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1419935.9033 | 1338382.4709 | 81553.4325 | 5251588.9491 | 5153406.1453 | 98182.8038 |
Total P&L (%) | 1419.9359 | 1338.3825 | 81.5534 | 5251.5889 | 5153.4061 | 98.1828 |
Avg Daily Profit (%) | 0.78 | 0.7352 | 0.0448 | 0.2189 | 0.2178 | 0.0376 |
Buy And Hold Return (%) | 688.5068 | 688.5068 | 688.5068 | 688.5068 | 688.5068 | 688.5068 |
Max Trade Drawdown | -125866 | -102966 | -77953 | -2257571 | -1632543 | -1532607 |
Profit Factor | 3.9187 | 6.6787 | 1.3252 | 1.5521 | 2.1058 | 1.0202 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 41.5254 | 32.2034 | 50.8475 | 41.5254 | 32.2034 | 50.8475 |
Ratio Avg Win / Avg Loss | 5.5182 | 14.0605 | 1.281 | 2.1855 | 4.4333 | 0.9862 |
Largest Winning Trade | 812864 | 812864 | 67915 | 3537438 | 3537438 | 1452215 |
Largest Losing Trade | -27361 | -16470 | -27361 | -757729 | -756219 | -757729 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 94 | 109 | 85 | 94 | 109 | 85 |
Avg Bars in Losers | 35 | 30 | 42 | 35 | 30 | 42 |
Bars Traded | 7078 | 3285 | 3792 | 7078 | 3285 | 3792 |
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 | 379477 | -170001 | -475187 | 286263 | -171684 | -684985 |
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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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