Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727443.0554 | 1584247.2219 | 143195.8335 | 6325067.2858 | 3176303.5384 | 3148763.7474 |
Total P&L (%) | 1727.4431 | 1584.2472 | 143.1958 | 6325.0673 | 3176.3035 | 3148.7637 |
Avg Daily Profit (%) | 0.7605 | 0.6975 | 0.063 | 0.1834 | 0.1537 | 0.1534 |
Buy And Hold Return (%) | 187.5817 | 187.5817 | 187.5817 | 187.5817 | 187.5817 | 187.5817 |
Max Trade Drawdown | -103346 | -59278 | -74372 | -7498142 | -4581251 | -3971798 |
Profit Factor | 4.6824 | 7.7778 | 1.6084 | 1.2892 | 1.2935 | 1.2849 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 5.4218 | 10.9804 | 1.5318 | 1.4927 | 1.8261 | 1.2237 |
Largest Winning Trade | 1166955 | 1166955 | 48772 | 5221634 | 5221634 | 2406702 |
Largest Losing Trade | -34303 | -34303 | -33992 | -2429855 | -1086736 | -2429855 |
Avg Bars in Trades | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Winners | 123 | 111 | 132 | 123 | 111 | 132 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 6696 | 2868 | 3827 | 6696 | 2868 | 3827 |
Profit Streak | 0 | 0 | 55.4268 | 0 | 0 | 55.4268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366855 | 631228 | -270723 | -2286 | 198483 | 301919 |
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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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