Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931490.7287 | 805647.6983 | 125843.0305 | 7626225.1201 | 3780564.7378 | 3845660.3823 |
Total P&L (%) | 931.4907 | 805.6477 | 125.843 | 7626.2251 | 3780.5647 | 3845.6604 |
Avg Daily Profit (%) | 0.5012 | 0.4335 | 0.0677 | 0.2342 | 0.1971 | 0.1979 |
Buy And Hold Return (%) | 119.1679 | 119.1679 | 119.1679 | 119.1679 | 119.1679 | 119.1679 |
Max Trade Drawdown | -66785 | -44693 | -69681 | -4810825 | -4336374 | -3737997 |
Profit Factor | 2.6851 | 4.1858 | 1.4196 | 1.3766 | 1.3541 | 1.4016 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 31.4516 | 32.2581 | 30.6452 | 31.4516 | 32.2581 | 30.6452 |
Ratio Avg Win / Avg Loss | 5.8521 | 8.7902 | 3.2128 | 3.0002 | 2.8437 | 3.172 |
Largest Winning Trade | 378725 | 378725 | 71984 | 4588649 | 4588649 | 4004276 |
Largest Losing Trade | -22210 | -22210 | -19897 | -2124904 | -2124904 | -1311649 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 73 | 66 | 81 | 73 | 66 | 81 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3595 | 1688 | 1907 | 3595 | 1688 | 1907 |
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 | 328604 | -144008 | -410933 | 121905 | -151541 | -152149 |
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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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