Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241127.1842 | 1147201.7178 | 93925.4665 | 7447525.1068 | 8282041.6593 | -834516.5525 |
Total P&L (%) | 1241.1272 | 1147.2017 | 93.9255 | 7447.5251 | 8282.0417 | -834.5166 |
Avg Daily Profit (%) | 0.6794 | 0.628 | 0.0514 | 0.237 | 0.2427 | 0 |
Buy And Hold Return (%) | 694.8276 | 694.8276 | 694.8276 | 694.8276 | 694.8276 | 694.8276 |
Max Trade Drawdown | -86583 | -56481 | -64473 | -11168151 | -5392274 | -6351738 |
Profit Factor | 3.3477 | 6.0981 | 1.3093 | 1.2627 | 1.7656 | 0.9524 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 44.8276 | 51.1628 | 38.6364 | 44.8276 | 51.1628 | 38.6364 |
Ratio Avg Win / Avg Loss | 4.1202 | 5.821 | 2.0795 | 1.5541 | 1.6854 | 1.5126 |
Largest Winning Trade | 723544 | 723544 | 74063 | 4707035 | 4707035 | 4492239 |
Largest Losing Trade | -35258 | -24372 | -35258 | -4007200 | -1717957 | -4007200 |
Avg Bars in Trades | 123 | 116 | 130 | 123 | 116 | 130 |
Avg Bars in Winners | 189 | 159 | 228 | 189 | 159 | 228 |
Avg Bars in Losers | 70 | 71 | 69 | 70 | 71 | 69 |
Bars Traded | 10763 | 5008 | 5754 | 10763 | 5008 | 5754 |
Profit Streak | 0 | 121.6633 | 0 | 0 | 121.6633 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303964 | 438095 | -293134 | 271507 | 464798 | -582360 |
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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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