Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3442306.1617 | 3358248.2635 | 84057.8982 | 2946449.6995 | 4020703.1785 | -1074253.4791 |
Total P&L (%) | 3442.3062 | 3358.2483 | 84.0579 | 2946.4497 | 4020.7032 | -1074.2535 |
Avg Daily Profit (%) | 1.653 | 1.6126 | 0.0404 | 0.1642 | 0.1787 | 0 |
Buy And Hold Return (%) | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 |
Max Trade Drawdown | -81337 | -66385 | -59769 | -3911215 | -3210869 | -2964054 |
Profit Factor | 6.8668 | 12.9794 | 1.2743 | 1.1191 | 1.3456 | 0.918 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 33.0189 | 32.0755 | 33.9623 | 33.0189 | 32.0755 | 33.9623 |
Ratio Avg Win / Avg Loss | 13.9297 | 27.4857 | 2.4779 | 2.2702 | 2.8495 | 1.785 |
Largest Winning Trade | 3291520 | 3291520 | 55745 | 4566852 | 4566852 | 2207071 |
Largest Losing Trade | -36454 | -25262 | -36454 | -1629605 | -1426143 | -1629605 |
Avg Bars in Trades | 229 | 206 | 253 | 229 | 206 | 253 |
Avg Bars in Winners | 529 | 470 | 584 | 529 | 470 | 584 |
Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
Bars Traded | 24378 | 10959 | 13419 | 24378 | 10959 | 13419 |
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 | 580061 | -164904 | -490297 | -87302 | -177974 | -764570 |
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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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