Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392762.9925 | 1280931.6806 | 111831.3119 | 10428658.2317 | 12806225.1848 | -2377566.9531 |
Total P&L (%) | 1392.763 | 1280.9317 | 111.8313 | 10428.6582 | 12806.2252 | -2377.567 |
Avg Daily Profit (%) | 0.6342 | 0.5833 | 0.0509 | 0.2123 | 0.2216 | 0 |
Buy And Hold Return (%) | 567.6774 | 567.6774 | 567.6774 | 567.6774 | 567.6774 | 567.6774 |
Max Trade Drawdown | -56459 | -84681 | -47821 | -6218019 | -3735739 | -5375868 |
Profit Factor | 4.0361 | 6.7226 | 1.4761 | 1.5382 | 2.4812 | 0.7785 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40.6977 | 37.2093 | 44.186 | 40.6977 | 37.2093 | 44.186 |
Ratio Avg Win / Avg Loss | 5.8812 | 11.3443 | 1.8645 | 2.2413 | 4.1871 | 0.9833 |
Largest Winning Trade | 708643 | 708643 | 62672 | 12130708 | 12130708 | 3085890 |
Largest Losing Trade | -28498 | -19791 | -28498 | -4258734 | -1959284 | -4258734 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 92 | 81 | 102 | 92 | 81 | 102 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 4263 | 1814 | 2449 | 4263 | 1814 | 2449 |
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 | 417003 | 350624 | -290623 | 266589 | 288999 | -582988 |
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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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