Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1618520.7223 | 1575111.6272 | 43409.095 | 2370691.8808 | 4926490.3016 | -2555798.4207 |
Total P&L (%) | 1618.5207 | 1575.1116 | 43.4091 | 2370.6919 | 4926.4903 | -2555.7984 |
Avg Daily Profit (%) | 0.8917 | 0.8678 | 0.0239 | 0.1769 | 0.2161 | 0 |
Buy And Hold Return (%) | 645.1831 | 645.1831 | 645.1831 | 645.1831 | 645.1831 | 645.1831 |
Max Trade Drawdown | -129777 | -78653 | -79129 | -9444815 | -5146151 | -5886583 |
Profit Factor | 3.4847 | 5.7737 | 1.135 | 1.0906 | 1.3917 | 0.8118 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 34.8214 | 33.9286 | 35.7143 | 34.8214 | 33.9286 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.5226 | 11.2434 | 2.0431 | 2.0414 | 2.7102 | 1.4612 |
Largest Winning Trade | 1041291 | 1041291 | 74318 | 7222180 | 7222180 | 2534105 |
Largest Losing Trade | -23698 | -23698 | -23656 | -1636971 | -1296366 | -1636971 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 5336 | 2339 | 2997 | 5336 | 2339 | 2997 |
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 | 387286 | -168942 | -583447 | -119994 | -176652 | -765000 |
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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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