Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239161.3459 | 1117270.4133 | 121890.9325 | 9429509.9818 | 1385434.4011 | 8044075.5807 |
Total P&L (%) | 1239.1613 | 1117.2704 | 121.8909 | 9429.51 | 1385.4344 | 8044.0756 |
Avg Daily Profit (%) | 0.5331 | 0.4807 | 0.0524 | 0.1962 | 0.1161 | 0.1895 |
Buy And Hold Return (%) | 26.7465 | 26.7465 | 26.7465 | 26.7465 | 26.7465 | 26.7465 |
Max Trade Drawdown | -98573 | -58858 | -112322 | -11309969 | -8180922 | -3677202 |
Profit Factor | 2.8975 | 4.3904 | 1.3768 | 1.2831 | 1.0691 | 1.6066 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 29.8969 | 26.5306 | 33.3333 | 29.8969 | 26.5306 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.7942 | 12.1579 | 2.7536 | 3.0086 | 2.9606 | 3.2133 |
Largest Winning Trade | 437672 | 437672 | 90570 | 7771151 | 7771151 | 7601888 |
Largest Losing Trade | -43685 | -37306 | -43685 | -2462550 | -2462550 | -1893593 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 102 | 83 | 118 | 102 | 83 | 118 |
Avg Bars in Losers | 19 | 26 | 12 | 19 | 26 | 12 |
Bars Traded | 4336 | 2046 | 2290 | 4336 | 2046 | 2290 |
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 | 303956 | -5465 | -129345 | 40440 | -204188 | 165455 |
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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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