Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296619.8375 | 1194222.9543 | 102396.8832 | 7409447.3951 | 8593726.2964 | -1184278.9012 |
Total P&L (%) | 1296.6198 | 1194.223 | 102.3969 | 7409.4474 | 8593.7263 | -1184.2789 |
Avg Daily Profit (%) | 0.7103 | 0.6542 | 0.0561 | 0.2369 | 0.2449 | 0 |
Buy And Hold Return (%) | 824.5674 | 824.5674 | 824.5674 | 824.5674 | 824.5674 | 824.5674 |
Max Trade Drawdown | -134287 | -80143 | -66418 | -6368909 | -3690212 | -4743281 |
Profit Factor | 2.9345 | 4.4097 | 1.32 | 1.2131 | 1.4992 | 0.9326 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.0679 | 4.6101 | 1.38 | 1.2682 | 1.5673 | 0.975 |
Largest Winning Trade | 594674 | 594674 | 74167 | 5230689 | 5230689 | 2115245 |
Largest Losing Trade | -41135 | -41135 | -33721 | -3081040 | -3081040 | -2333937 |
Avg Bars in Trades | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Winners | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Losers | 26 | 30 | 23 | 26 | 30 | 23 |
Bars Traded | 3417 | 1990 | 1427 | 3417 | 1990 | 1427 |
Profit Streak | 0 | 93.6936 | 0 | 0 | 93.6936 | 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 | 290589 | -6431 | -283953 | 277680 | 411355 | -581144 |
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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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