Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685022.31 | 1553462.888 | 131559.422 | 7081904.0423 | -6264942.9135 | 13346846.9559 |
Total P&L (%) | 1685.0223 | 1553.4629 | 131.5594 | 7081.904 | -6264.9429 | 13346.847 |
Avg Daily Profit (%) | 0.9361 | 0.863 | 0.0731 | 0.2377 | 0 | 0.2727 |
Buy And Hold Return (%) | 248.8237 | 248.8237 | 248.8237 | 248.8237 | 248.8237 | 248.8237 |
Max Trade Drawdown | -74535 | -82964 | -66026 | -10062391 | -11549035 | -5182118 |
Profit Factor | 3.8005 | 6.0701 | 1.4455 | 1.1345 | 0.7934 | 1.5982 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 35.3982 | 28.0702 | 42.8571 | 35.3982 | 28.0702 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.936 | 15.5546 | 1.9274 | 2.0705 | 2.0331 | 2.131 |
Largest Winning Trade | 1292395 | 1292395 | 56799 | 4670083 | 4431849 | 4670083 |
Largest Losing Trade | -31614 | -20610 | -31614 | -3135139 | -1801085 | -3135139 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 3417 | 1437 | 1979 | 3417 | 1437 | 1979 |
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 | 528090 | -175094 | -441880 | -68439 | -774338 | -171156 |
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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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