Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3616353.1966 | 3598921.576 | 17431.6206 | 823346.0004 | 1136902.5232 | -313556.5228 |
Total P&L (%) | 3616.3532 | 3598.9216 | 17.4316 | 823.346 | 1136.9025 | -313.5565 |
Avg Daily Profit (%) | 1.6286 | 1.6208 | 0.0079 | 0.1002 | 0.1133 | 0 |
Buy And Hold Return (%) | 307.6712 | 307.6712 | 307.6712 | 307.6712 | 307.6712 | 307.6712 |
Max Trade Drawdown | -126205 | -84979 | -131714 | -945846 | -500442 | -691299 |
Profit Factor | 6.3301 | 12.0142 | 1.0496 | 1.2152 | 1.6706 | 0.8529 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 49.6124 | 53.125 | 46.1538 | 49.6124 | 53.125 | 46.1538 |
Ratio Avg Win / Avg Loss | 6.429 | 10.6008 | 1.2245 | 1.2342 | 1.4741 | 0.995 |
Largest Winning Trade | 3564257 | 3564257 | 59028 | 1190530 | 1190530 | 356003 |
Largest Losing Trade | -40469 | -40469 | -37192 | -320150 | -181565 | -320150 |
Avg Bars in Trades | 65 | 68 | 63 | 65 | 68 | 63 |
Avg Bars in Winners | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Losers | 45 | 57 | 35 | 45 | 57 | 35 |
Bars Traded | 8493 | 4383 | 4110 | 8493 | 4383 | 4110 |
Profit Streak | 0 | 10.4213 | 0 | 0 | 10.4213 | 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 | 813771 | -115714 | -647583 | -62492 | -179836 | -714231 |
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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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