Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422715.2815 | 1405998.0118 | 16717.2696 | 1408914.6344 | 2552615.1122 | -1143700.4778 |
Total P&L (%) | 1422.7153 | 1405.998 | 16.7173 | 1408.9146 | 2552.6151 | -1143.7005 |
Avg Daily Profit (%) | 0.7811 | 0.7719 | 0.0092 | 0.1491 | 0.1801 | 0 |
Buy And Hold Return (%) | 588.2048 | 588.2048 | 588.2048 | 588.2048 | 588.2048 | 588.2048 |
Max Trade Drawdown | -95179 | -80574 | -92561 | -2588460 | -1915881 | -1300062 |
Profit Factor | 2.7918 | 4.3969 | 1.044 | 1.1261 | 1.4348 | 0.7845 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 34.5238 | 32.1429 | 36.9048 | 34.5238 | 32.1429 | 36.9048 |
Ratio Avg Win / Avg Loss | 5.2949 | 9.2824 | 1.7849 | 2.1356 | 3.0291 | 1.3412 |
Largest Winning Trade | 984188 | 984188 | 74918 | 2914247 | 2914247 | 757884 |
Largest Losing Trade | -33449 | -24749 | -33449 | -388123 | -372723 | -388123 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 3559 | 1530 | 2029 | 3559 | 1530 | 2029 |
Profit Streak | 0 | 21.6635 | 0 | 0 | 21.6635 | 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 | 337481 | 343644 | -522527 | -83452 | 54741 | -584255 |
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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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