Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2167082.4817 | 2131391.564 | 35690.9176 | 1536944.9046 | 3993502.5078 | -2456557.6031 |
Total P&L (%) | 2167.0825 | 2131.3916 | 35.6909 | 1536.9449 | 3993.5025 | -2456.5576 |
Avg Daily Profit (%) | 1.156 | 1.1369 | 0.019 | 0.1492 | 0.1982 | 0 |
Buy And Hold Return (%) | 547.482 | 547.482 | 547.482 | 547.482 | 547.482 | 547.482 |
Max Trade Drawdown | -202785 | -194085 | -77195 | -11847395 | -8756990 | -5046550 |
Profit Factor | 3.913 | 5.8394 | 1.1176 | 1.0685 | 1.2995 | 0.7297 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 41.5929 | 40.3509 | 42.8571 | 41.5929 | 40.3509 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.4949 | 8.6322 | 1.4901 | 1.5005 | 1.921 | 0.973 |
Largest Winning Trade | 1600501 | 1600501 | 50225 | 10769432 | 10769432 | 1420306 |
Largest Losing Trade | -39215 | -38635 | -39215 | -4116260 | -2505363 | -4116260 |
Avg Bars in Trades | 97 | 96 | 97 | 97 | 96 | 97 |
Avg Bars in Winners | 133 | 140 | 126 | 133 | 140 | 126 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 10991 | 5505 | 5486 | 10991 | 5505 | 5486 |
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 | 548794 | -164256 | -607201 | -143696 | -174593 | -763611 |
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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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