Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2451059.2574 | 2257830.5114 | 193228.7459 | 7585528.8181 | 5624283.2011 | 1961245.617 |
Total P&L (%) | 2451.0593 | 2257.8305 | 193.2287 | 7585.5288 | 5624.2832 | 1961.2456 |
Avg Daily Profit (%) | 1.0569 | 0.9736 | 0.0833 | 0.1874 | 0.1747 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113481 | -82113 | -129368 | -16484884 | -13436242 | -8661651 |
Profit Factor | 4.2167 | 6.8816 | 1.5111 | 1.1309 | 1.1813 | 1.0728 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 48.855 | 43.9394 | 53.8462 | 48.855 | 43.9394 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.3485 | 8.5426 | 1.2952 | 1.1662 | 1.4664 | 0.9195 |
Largest Winning Trade | 1875324 | 1875324 | 80949 | 9893733 | 9893733 | 4986654 |
Largest Losing Trade | -78489 | -34169 | -78489 | -3854442 | -3854442 | -3478388 |
Avg Bars in Trades | 51 | 41 | 60 | 51 | 41 | 60 |
Avg Bars in Winners | 71 | 62 | 78 | 71 | 62 | 78 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 6709 | 2760 | 3949 | 6709 | 2760 | 3949 |
Profit Streak | 0 | 0 | 52.1947 | 0 | 0 | 52.1947 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 738412 | -104970 | -210104 | -68759 | -140126 | -290192 |
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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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