Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2382221.0643 | 2358443.7412 | 23777.3231 | 844988.0352 | 3436776.9659 | -2591788.9308 |
Total P&L (%) | 2382.2211 | 2358.4437 | 23.7773 | 844.988 | 3436.777 | -2591.7889 |
Avg Daily Profit (%) | 1.0719 | 1.0612 | 0.0107 | 0.1011 | 0.1606 | 0 |
Buy And Hold Return (%) | 235.6489 | 235.6489 | 235.6489 | 235.6489 | 235.6489 | 235.6489 |
Max Trade Drawdown | -172096 | -90549 | -137922 | -4354141 | -1397226 | -3390360 |
Profit Factor | 3.7829 | 6.9497 | 1.0517 | 1.0799 | 1.8057 | 0.5892 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 43.8596 | 43.8596 | 43.8596 | 43.8596 | 43.8596 | 43.8596 |
Ratio Avg Win / Avg Loss | 4.8422 | 8.8956 | 1.3462 | 1.3823 | 2.3113 | 0.7541 |
Largest Winning Trade | 2192521 | 2192521 | 49913 | 4563377 | 4563377 | 504936 |
Largest Losing Trade | -63519 | -47722 | -63519 | -3030825 | -830694 | -3030825 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 78 | 80 | 77 | 78 | 80 | 77 |
Avg Bars in Losers | 37 | 45 | 29 | 37 | 45 | 29 |
Bars Traded | 6340 | 3464 | 2876 | 6340 | 3464 | 2876 |
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 | 655896 | -160522 | -690382 | -194868 | -171317 | -763221 |
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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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