Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333820.8734 | 1279771.0686 | 54049.8048 | 1608883.7201 | 1207712.1525 | 401171.5676 |
Total P&L (%) | 1333.8209 | 1279.7711 | 54.0498 | 1608.8837 | 1207.7122 | 401.1716 |
Avg Daily Profit (%) | 0.7309 | 0.7012 | 0.0296 | 0.1557 | 0.141 | 0.0884 |
Buy And Hold Return (%) | 610.5671 | 610.5671 | 610.5671 | 610.5671 | 610.5671 | 610.5671 |
Max Trade Drawdown | -127505 | -110222 | -74058 | -2059620 | -1641063 | -471072 |
Profit Factor | 2.9322 | 3.4307 | 1.33 | 1.2266 | 1.214 | 1.2757 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 48.7179 | 43.1034 | 54.2373 | 48.7179 | 43.1034 | 54.2373 |
Ratio Avg Win / Avg Loss | 3.0865 | 4.5285 | 1.1222 | 1.2912 | 1.6024 | 1.0764 |
Largest Winning Trade | 627150 | 627150 | 22389 | 1019271 | 1019271 | 257407 |
Largest Losing Trade | -68689 | -68689 | -34127 | -1335892 | -1335892 | -418556 |
Avg Bars in Trades | 30 | 57 | 4 | 30 | 57 | 4 |
Avg Bars in Winners | 37 | 78 | 5 | 37 | 78 | 5 |
Avg Bars in Losers | 24 | 41 | 3 | 24 | 41 | 3 |
Bars Traded | 3600 | 3331 | 269 | 3600 | 3331 | 269 |
Profit Streak | 0 | 94.0144 | 0 | 0 | 94.0144 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443801 | -169143 | -494682 | 132144 | -192575 | -416694 |
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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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