Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211711.8001 | 1153723.2363 | 57988.5638 | 2387340.8844 | 2478520.875 | -91179.9906 |
Total P&L (%) | 1211.7118 | 1153.7232 | 57.9886 | 2387.3409 | 2478.5209 | -91.18 |
Avg Daily Profit (%) | 0.665 | 0.6332 | 0.0318 | 0.1765 | 0.1785 | -0.1332 |
Buy And Hold Return (%) | 769.3514 | 769.3514 | 769.3514 | 769.3514 | 769.3514 | 769.3514 |
Max Trade Drawdown | -85330 | -96641 | -68449 | -1559527 | -1438605 | -1479108 |
Profit Factor | 3.807 | 6.2097 | 1.2759 | 1.3992 | 1.8225 | 0.9693 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 4.2149 | 7.6427 | 1.2759 | 1.5492 | 2.2431 | 0.9693 |
Largest Winning Trade | 550988 | 550988 | 72453 | 1849493 | 1849493 | 848406 |
Largest Losing Trade | -42139 | -42139 | -36990 | -850953 | -850953 | -828480 |
Avg Bars in Trades | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Winners | 124 | 113 | 133 | 124 | 113 | 133 |
Avg Bars in Losers | 50 | 58 | 42 | 50 | 58 | 42 |
Bars Traded | 5051 | 2413 | 2638 | 5051 | 2413 | 2638 |
Profit Streak | 0 | 86.2992 | 0 | 0 | 86.2992 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171278 | 302950 | -316259 | -173869 | 248020 | -580825 |
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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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