Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265544.0561 | 1194264.5519 | 71279.5043 | 4286545.7072 | 4619231.2448 | -332685.5376 |
Total P&L (%) | 1265.5441 | 1194.2646 | 71.2795 | 4286.5457 | 4619.2312 | -332.6855 |
Avg Daily Profit (%) | 0.6966 | 0.6574 | 0.0392 | 0.2084 | 0.2124 | 0 |
Buy And Hold Return (%) | 870.788 | 870.788 | 870.788 | 870.788 | 870.788 | 870.788 |
Max Trade Drawdown | -109083 | -73440 | -75742 | -5933359 | -3665961 | -3890382 |
Profit Factor | 3.4305 | 6.3148 | 1.2408 | 1.2958 | 1.7777 | 0.9611 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 3.1186 | 5.7407 | 1.128 | 1.178 | 1.6161 | 0.8737 |
Largest Winning Trade | 500457 | 500457 | 67655 | 3599383 | 3599383 | 2043286 |
Largest Losing Trade | -40464 | -38422 | -40464 | -1992712 | -1992712 | -1825918 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 78 | 73 | 83 | 78 | 73 | 83 |
Avg Bars in Losers | 41 | 49 | 33 | 41 | 49 | 33 |
Bars Traded | 5128 | 2614 | 2514 | 5128 | 2614 | 2514 |
Profit Streak | 0 | 23.6898 | 0 | 0 | 23.6898 | 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 | -5364 | -28834 | -306195 | 262732 | 406143 | -580426 |
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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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