Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567181.2356 | 1483494.5961 | 83686.6395 | 2846578.6274 | 1097655.5299 | 1748923.0975 |
Total P&L (%) | 1567.1812 | 1483.4946 | 83.6866 | 2846.5786 | 1097.6555 | 1748.9231 |
Avg Daily Profit (%) | 0.6934 | 0.6564 | 0.037 | 0.1498 | 0.1099 | 0.1292 |
Buy And Hold Return (%) | 347.7124 | 347.7124 | 347.7124 | 347.7124 | 347.7124 | 347.7124 |
Max Trade Drawdown | -96272 | -47142 | -126806 | -3194336 | -1927562 | -1741635 |
Profit Factor | 3.5509 | 6.6368 | 1.2383 | 1.2934 | 1.234 | 1.3489 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 50.8197 | 50.8197 | 50.8197 | 50.8197 | 50.8197 | 50.8197 |
Ratio Avg Win / Avg Loss | 3.4363 | 6.4228 | 1.1983 | 1.2516 | 1.1942 | 1.3054 |
Largest Winning Trade | 1103642 | 1103642 | 58775 | 1549634 | 1549634 | 1185695 |
Largest Losing Trade | -52976 | -36535 | -52976 | -1310859 | -1310859 | -887938 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 4423 | 2028 | 2395 | 4423 | 2028 | 2395 |
Profit Streak | 0 | 0 | 157.9266 | 0 | 0 | 157.9266 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635254 | -143092 | -469667 | 282031 | -210688 | -181266 |
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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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