Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676512.3864 | 1513038.6683 | 163473.7181 | 14553769.7009 | 12618117.2371 | 1935652.4639 |
Total P&L (%) | 1676.5124 | 1513.0387 | 163.4737 | 14553.7697 | 12618.1172 | 1935.6525 |
Avg Daily Profit (%) | 0.6701 | 0.6048 | 0.0653 | 0.1996 | 0.1939 | 0.1205 |
Buy And Hold Return (%) | 391.3526 | 391.3526 | 391.3526 | 391.3526 | 391.3526 | 391.3526 |
Max Trade Drawdown | -122018 | -58376 | -73509 | -27472947 | -9420877 | -20558094 |
Profit Factor | 4.0686 | 7.069 | 1.5503 | 1.206 | 1.3795 | 1.0517 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 47.6923 | 47.6923 | 47.6923 | 47.6923 | 47.6923 | 47.6923 |
Ratio Avg Win / Avg Loss | 4.4623 | 7.7531 | 1.7004 | 1.3227 | 1.513 | 1.1535 |
Largest Winning Trade | 1031545 | 1031545 | 53815 | 14348862 | 14348862 | 7467190 |
Largest Losing Trade | -50012 | -37644 | -50012 | -17196682 | -6185085 | -17196682 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 104 | 101 | 108 | 104 | 101 | 108 |
Avg Bars in Losers | 42 | 39 | 44 | 42 | 39 | 44 |
Bars Traded | 9358 | 4480 | 4878 | 9358 | 4480 | 4878 |
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 | 599227 | -114893 | -401311 | 251649 | -122911 | -329264 |
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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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