Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857068.8571 | 1762274.2303 | 94794.6268 | 2889328.7451 | 6092576.8216 | -3203248.0764 |
Total P&L (%) | 1857.0689 | 1762.2742 | 94.7946 | 2889.3287 | 6092.5768 | -3203.2481 |
Avg Daily Profit (%) | 1.0323 | 0.9796 | 0.0527 | 0.189 | 0.2296 | 0 |
Buy And Hold Return (%) | 279.6136 | 279.6136 | 279.6136 | 279.6136 | 279.6136 | 279.6136 |
Max Trade Drawdown | -87449 | -107230 | -84074 | -8231715 | -4587997 | -7177321 |
Profit Factor | 4.0295 | 6.3793 | 1.3321 | 1.1196 | 1.5424 | 0.752 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 49.5727 | 47.4576 | 51.7241 | 49.5727 | 47.4576 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.0989 | 7.0628 | 1.2433 | 1.1389 | 1.7077 | 0.7019 |
Largest Winning Trade | 990415 | 990415 | 66851 | 9235549 | 9235549 | 1477905 |
Largest Losing Trade | -70587 | -34219 | -70587 | -7177321 | -1083705 | -7177321 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 42 | 35 | 50 | 42 | 35 | 50 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3457 | 1502 | 1954 | 3457 | 1502 | 1954 |
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 | 742826 | -156006 | -467878 | -80558 | -166423 | -760609 |
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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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