Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820976.1877 | 799000.2771 | 21975.9107 | 1927787.9608 | 3692346.7648 | -1764558.804 |
Total P&L (%) | 820.9762 | 799.0003 | 21.9759 | 1927.788 | 3692.3468 | -1764.5588 |
Avg Daily Profit (%) | 0.4469 | 0.4349 | 0.012 | 0.164 | 0.1981 | 0 |
Buy And Hold Return (%) | 709.8946 | 709.8946 | 709.8946 | 709.8946 | 709.8946 | 709.8946 |
Max Trade Drawdown | -119451 | -61855 | -97527 | -2108917 | -1448149 | -2380182 |
Profit Factor | 2.2596 | 3.7451 | 1.0609 | 1.1824 | 1.8188 | 0.7089 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.2381 | 47.619 | 42.8571 | 45.2381 | 47.619 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7353 | 4.1196 | 1.4146 | 1.4313 | 2.0007 | 0.9452 |
Largest Winning Trade | 246574 | 246574 | 68325 | 1374909 | 1374909 | 593423 |
Largest Losing Trade | -45064 | -25306 | -45064 | -726618 | -585800 | -726618 |
Avg Bars in Trades | 83 | 64 | 102 | 83 | 64 | 102 |
Avg Bars in Winners | 132 | 83 | 187 | 132 | 83 | 187 |
Avg Bars in Losers | 42 | 47 | 38 | 42 | 47 | 38 |
Bars Traded | 7009 | 2704 | 4304 | 7009 | 2704 | 4304 |
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 | -104274 | -110689 | -498882 | -17179 | 338049 | -583512 |
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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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