Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378725.7955 | 1347480.7171 | 31245.0784 | 1258645.9749 | -712061.4767 | 1970707.4516 |
Total P&L (%) | 1378.7258 | 1347.4807 | 31.2451 | 1258.646 | -712.0615 | 1970.7075 |
Avg Daily Profit (%) | 0.7725 | 0.755 | 0.0175 | 0.1463 | 0 | 0.17 |
Buy And Hold Return (%) | 329.2297 | 329.2297 | 329.2297 | 329.2297 | 329.2297 | 329.2297 |
Max Trade Drawdown | -186183 | -156786 | -97911 | -8233482 | -7872575 | -3456035 |
Profit Factor | 3.7095 | 6.3713 | 1.1211 | 1.0763 | 0.9203 | 1.2606 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 41.3793 | 40.9091 | 41.8605 | 41.3793 | 40.9091 | 41.8605 |
Ratio Avg Win / Avg Loss | 5.2551 | 9.203 | 1.5571 | 1.5248 | 1.3293 | 1.7509 |
Largest Winning Trade | 856090 | 856090 | 50724 | 4798643 | 4798643 | 2870376 |
Largest Losing Trade | -44724 | -33186 | -44724 | -2401797 | -2401797 | -1706684 |
Avg Bars in Trades | 242 | 249 | 236 | 242 | 249 | 236 |
Avg Bars in Winners | 406 | 383 | 428 | 406 | 383 | 428 |
Avg Bars in Losers | 127 | 155 | 97 | 127 | 155 | 97 |
Bars Traded | 21118 | 10959 | 10159 | 21118 | 10959 | 10159 |
Profit Streak | 0 | 0 | 71.6596 | 0 | 0 | 71.6596 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525754 | 564957 | -423991 | -138279 | -582588 | 198100 |
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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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