Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423109.3567 | 1328162.8113 | 94946.5454 | 3289655.0385 | -693878.8315 | 3983533.87 |
Total P&L (%) | 1423.1094 | 1328.1628 | 94.9465 | 3289.655 | -693.8788 | 3983.5339 |
Avg Daily Profit (%) | 0.797 | 0.7439 | 0.0532 | 0.1975 | 0 | 0.208 |
Buy And Hold Return (%) | 469.5431 | 469.5431 | 469.5431 | 469.5431 | 469.5431 | 469.5431 |
Max Trade Drawdown | -82014 | -110915 | -114572 | -1795584 | -2649699 | -539318 |
Profit Factor | 3.6498 | 6.6488 | 1.3145 | 1.3836 | 0.8721 | 2.2654 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 44.3038 | 40 | 48.7179 | 44.3038 | 40 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.5883 | 9.9731 | 1.3836 | 1.7394 | 1.3082 | 2.3846 |
Largest Winning Trade | 1072023 | 1072023 | 60292 | 1203493 | 1153120 | 1203493 |
Largest Losing Trade | -51927 | -27885 | -51927 | -782992 | -782992 | -376340 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 3509 | 1601 | 1907 | 3509 | 1601 | 1907 |
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 | -16631 | 507248 | -287988 | -23770 | -582972 | 429851 |
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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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