Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2135293.0729 | 2128315.5377 | 6977.5352 | 849171.7937 | 7089576.1015 | -6240404.3077 |
Total P&L (%) | 2135.2931 | 2128.3155 | 6.9775 | 849.1718 | 7089.5761 | -6240.4043 |
Avg Daily Profit (%) | 1.0254 | 1.022 | 0.0034 | 0.1081 | 0.2055 | 0 |
Buy And Hold Return (%) | 479.4273 | 479.4273 | 479.4273 | 479.4273 | 479.4273 | 479.4273 |
Max Trade Drawdown | -179863 | -93509 | -103733 | -8973739 | -3452360 | -6734748 |
Profit Factor | 3.8409 | 7.4437 | 1.0166 | 1.0354 | 1.7124 | 0.5554 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 31.8584 | 33.3333 | 30.3571 | 31.8584 | 33.3333 | 30.3571 |
Ratio Avg Win / Avg Loss | 8.2153 | 14.8875 | 2.3321 | 2.2146 | 3.4247 | 1.2741 |
Largest Winning Trade | 1989135 | 1989135 | 56017 | 9264579 | 9264579 | 1858931 |
Largest Losing Trade | -40792 | -33936 | -40792 | -2131840 | -2131840 | -1811393 |
Avg Bars in Trades | 218 | 201 | 236 | 218 | 201 | 236 |
Avg Bars in Winners | 497 | 426 | 576 | 497 | 426 | 576 |
Avg Bars in Losers | 88 | 88 | 88 | 88 | 88 | 88 |
Bars Traded | 24742 | 11493 | 13249 | 24742 | 11493 | 13249 |
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 | 422383 | -166759 | -743287 | -243870 | -175484 | -767083 |
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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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