Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216732.8183 | 1112800.1719 | 103932.6464 | 5378067.2707 | 4470490.5669 | 907576.7039 |
Total P&L (%) | 1216.7328 | 1112.8002 | 103.9326 | 5378.0673 | 4470.4906 | 907.5767 |
Avg Daily Profit (%) | 0.6716 | 0.6142 | 0.0574 | 0.2212 | 0.2112 | 0.1276 |
Buy And Hold Return (%) | 546.933 | 546.933 | 546.933 | 546.933 | 546.933 | 546.933 |
Max Trade Drawdown | -82660 | -93563 | -45957 | -7525890 | -5584914 | -3672836 |
Profit Factor | 3.3163 | 4.2524 | 1.5675 | 1.1661 | 1.219 | 1.0759 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 55.0296 | 50 | 60 | 55.0296 | 50 | 60 |
Ratio Avg Win / Avg Loss | 2.7101 | 4.2524 | 1.045 | 0.953 | 1.219 | 0.7173 |
Largest Winning Trade | 527431 | 527431 | 61570 | 8338098 | 8338098 | 2344554 |
Largest Losing Trade | -23926 | -23926 | -14038 | -1570176 | -1570176 | -1291728 |
Avg Bars in Trades | 39 | 59 | 19 | 39 | 59 | 19 |
Avg Bars in Winners | 45 | 75 | 21 | 45 | 75 | 21 |
Avg Bars in Losers | 31 | 44 | 16 | 31 | 44 | 16 |
Bars Traded | 6670 | 5029 | 1641 | 6670 | 5029 | 1641 |
Profit Streak | 0 | 78.6163 | 0 | 0 | 78.6163 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523973 | 460832 | -278852 | -29694 | 300836 | -168632 |
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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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