Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611163.3738 | 1588425.8099 | 22737.5639 | 403627.1475 | 1888752.8543 | -1485125.7068 |
Total P&L (%) | 1611.1634 | 1588.4258 | 22.7376 | 403.6271 | 1888.7529 | -1485.1257 |
Avg Daily Profit (%) | 0.7737 | 0.7627 | 0.0109 | 0.0777 | 0.1437 | 0 |
Buy And Hold Return (%) | 58.0786 | 58.0786 | 58.0786 | 58.0786 | 58.0786 | 58.0786 |
Max Trade Drawdown | -328306 | -178546 | -200526 | -37948526 | -30409862 | -22233710 |
Profit Factor | 3.0386 | 4.8119 | 1.0609 | 1.0043 | 1.0359 | 0.9635 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 32.9268 | 29.2683 | 36.5854 | 32.9268 | 29.2683 | 36.5854 |
Ratio Avg Win / Avg Loss | 6.1897 | 11.6287 | 1.8388 | 2.0458 | 2.5033 | 1.6701 |
Largest Winning Trade | 1083150 | 1083150 | 64534 | 25983814 | 25983814 | 15081953 |
Largest Losing Trade | -46322 | -46322 | -38834 | -10751413 | -9951428 | -10751413 |
Avg Bars in Trades | 297 | 274 | 319 | 297 | 274 | 319 |
Avg Bars in Winners | 665 | 692 | 644 | 665 | 692 | 644 |
Avg Bars in Losers | 116 | 101 | 132 | 116 | 101 | 132 |
Bars Traded | 24381 | 11264 | 13118 | 24381 | 11264 | 13118 |
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 | 119819 | 343352 | -501681 | -319369 | -191751 | -583181 |
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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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