Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2365763.4574 | 2310611.7613 | 55151.6961 | 1634502.6435 | 1916991.3353 | -282488.6919 |
Total P&L (%) | 2365.7635 | 2310.6118 | 55.1517 | 1634.5026 | 1916.9913 | -282.4887 |
Avg Daily Profit (%) | 1.136 | 1.1095 | 0.0265 | 0.1371 | 0.1444 | 0 |
Buy And Hold Return (%) | 462.9066 | 462.9066 | 462.9066 | 462.9066 | 462.9066 | 462.9066 |
Max Trade Drawdown | -137131 | -86474 | -107703 | -3487425 | -2517943 | -2485294 |
Profit Factor | 4.114 | 6.9545 | 1.1484 | 1.1138 | 1.2748 | 0.9617 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 43.1193 | 41.8182 | 44.4444 | 43.1193 | 41.8182 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.427 | 9.6758 | 1.4355 | 1.4693 | 1.7737 | 1.2022 |
Largest Winning Trade | 2144391 | 2144391 | 47745 | 4022221 | 4022221 | 1015368 |
Largest Losing Trade | -47748 | -31794 | -47748 | -1399535 | -809067 | -1399535 |
Avg Bars in Trades | 226 | 226 | 226 | 226 | 226 | 226 |
Avg Bars in Winners | 356 | 370 | 343 | 356 | 370 | 343 |
Avg Bars in Losers | 128 | 122 | 133 | 128 | 122 | 133 |
Bars Traded | 24700 | 12443 | 12257 | 24700 | 12443 | 12257 |
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 | 610460 | -162615 | -562791 | -109914 | -184198 | -761327 |
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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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