Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573243.6019 | 1512405.9911 | 60837.6109 | 1157397.4595 | 1317011.0375 | -159613.578 |
Total P&L (%) | 1573.2436 | 1512.406 | 60.8376 | 1157.3975 | 1317.011 | -159.6136 |
Avg Daily Profit (%) | 0.8485 | 0.8156 | 0.0328 | 0.1366 | 0.1431 | 0 |
Buy And Hold Return (%) | 98.7813 | 98.7813 | 98.7813 | 98.7813 | 98.7813 | 98.7813 |
Max Trade Drawdown | -107237 | -71690 | -91295 | -2386956 | -1354657 | -1757233 |
Profit Factor | 4.11 | 8.512 | 1.1998 | 1.1661 | 1.4366 | 0.9596 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 48.6239 | 49.0909 | 48.1481 | 48.6239 | 49.0909 | 48.1481 |
Ratio Avg Win / Avg Loss | 4.3426 | 8.8273 | 1.2921 | 1.2321 | 1.4898 | 1.0334 |
Largest Winning Trade | 1308060 | 1308060 | 75154 | 1769064 | 1769064 | 1181385 |
Largest Losing Trade | -77193 | -31901 | -77193 | -858007 | -525633 | -858007 |
Avg Bars in Trades | 64 | 64 | 63 | 64 | 64 | 63 |
Avg Bars in Winners | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 7013 | 3568 | 3445 | 7013 | 3568 | 3445 |
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 | 723776 | -158701 | -496389 | -48268 | -181109 | -759886 |
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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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