Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486684.3912 | 1468306.4519 | 18377.9393 | 804753.9647 | 6455257.3436 | -5650503.3789 |
Total P&L (%) | 1486.6844 | 1468.3065 | 18.3779 | 804.754 | 6455.2573 | -5650.5034 |
Avg Daily Profit (%) | 0.6593 | 0.6512 | 0.0082 | 0.0977 | 0.1857 | 0 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -214166 | -111963 | -171065 | -6940886 | -1994291 | -6188872 |
Profit Factor | 3.0117 | 5.3805 | 1.0455 | 1.054 | 2.4299 | 0.4566 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 36.2637 | 30.4348 | 42.2222 | 36.2637 | 30.4348 | 42.2222 |
Ratio Avg Win / Avg Loss | 5.2933 | 12.2984 | 1.4307 | 1.8524 | 5.554 | 0.6248 |
Largest Winning Trade | 1022616 | 1022616 | 59157 | 6521000 | 6521000 | 1815632 |
Largest Losing Trade | -69401 | -35059 | -69401 | -4019610 | -1128239 | -4019610 |
Avg Bars in Trades | 141 | 109 | 174 | 141 | 109 | 174 |
Avg Bars in Winners | 290 | 226 | 338 | 290 | 226 | 338 |
Avg Bars in Losers | 56 | 58 | 54 | 56 | 58 | 54 |
Bars Traded | 12866 | 5023 | 7843 | 12866 | 5023 | 7843 |
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 | 383645 | 375311 | -521143 | -231968 | 180360 | -583736 |
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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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