Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7140294.1566 | 7132004.6356 | 8289.521 | 3153009.3862 | 1666033.0575 | 1486976.3287 |
Total P&L (%) | 7140.2942 | 7132.0046 | 8.2895 | 3153.0094 | 1666.0331 | 1486.9763 |
Avg Daily Profit (%) | 4.1928 | 4.1879 | 0.0049 | 0.2047 | 0.1687 | 0.1625 |
Buy And Hold Return (%) | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 | 2182.7918 |
Max Trade Drawdown | -142969 | -68940 | -75804 | -1325631 | -1409705 | -1051379 |
Profit Factor | 15.6734 | 25.4147 | 1.0426 | 1.4048 | 1.3384 | 1.5186 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 |
Ratio Avg Win / Avg Loss | 33.7581 | 54.7394 | 2.2456 | 3.0256 | 2.8828 | 3.2708 |
Largest Winning Trade | 7103426 | 7103426 | 59182 | 1394060 | 1394060 | 857494 |
Largest Losing Trade | -41810 | -41810 | -24571 | -540124 | -540124 | -348669 |
Avg Bars in Trades | 241 | 282 | 199 | 241 | 282 | 199 |
Avg Bars in Winners | 506 | 630 | 382 | 506 | 630 | 382 |
Avg Bars in Losers | 117 | 121 | 114 | 117 | 121 | 114 |
Bars Traded | 19776 | 11585 | 8191 | 19776 | 11585 | 8191 |
Profit Streak | 0 | 0 | 501.8382 | 0 | 0 | 501.8382 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 205580 | 522737 | -530744 | -33472 | -163655 | -161648 |
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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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