Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499519.7059 | 1482307.1749 | 17212.531 | 1006628.9709 | 2490682.3565 | -1484053.3856 |
Total P&L (%) | 1499.5197 | 1482.3072 | 17.2125 | 1006.629 | 2490.6824 | -1484.0534 |
Avg Daily Profit (%) | 0.8217 | 0.8122 | 0.0094 | 0.1318 | 0.1785 | 0 |
Buy And Hold Return (%) | 739.7043 | 739.7043 | 739.7043 | 739.7043 | 739.7043 | 739.7043 |
Max Trade Drawdown | -164696 | -101448 | -126784 | -9926785 | -8204853 | -6893739 |
Profit Factor | 2.9315 | 4.3269 | 1.052 | 1.025 | 1.0953 | 0.895 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 42.3423 | 41.8182 | 42.8571 | 42.3423 | 41.8182 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.9919 | 6.02 | 1.4027 | 1.3958 | 1.524 | 1.1933 |
Largest Winning Trade | 980040 | 980040 | 51806 | 8245190 | 8245190 | 1885761 |
Largest Losing Trade | -61098 | -61098 | -35726 | -6039017 | -6039017 | -1916734 |
Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Winners | 42 | 53 | 32 | 42 | 53 | 32 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3502 | 2010 | 1492 | 3502 | 2010 | 1492 |
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 | 338113 | -169622 | -691852 | -265859 | -292705 | -761666 |
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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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