Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212677.9753 | 1211083.8383 | 1594.1369 | 52683.9195 | 351238.7274 | -298554.8079 |
Total P&L (%) | 1212.678 | 1211.0838 | 1.5941 | 52.6839 | 351.2387 | -298.5548 |
Avg Daily Profit (%) | 0.6563 | 0.6555 | 0.0009 | 0.0229 | 0.0816 | 0 |
Buy And Hold Return (%) | 51.1192 | 51.1192 | 51.1192 | 51.1192 | 51.1192 | 51.1192 |
Max Trade Drawdown | -244926 | -204091 | -45860 | -2087586 | -1855267 | -406756 |
Profit Factor | 3.4142 | 3.9434 | 1.0175 | 1.0161 | 1.1345 | 0.5432 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 41.6667 | 38.0952 | 45.2381 | 41.6667 | 38.0952 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.7798 | 6.408 | 1.2318 | 1.4226 | 1.8435 | 0.6576 |
Largest Winning Trade | 1226477 | 1226477 | 16313 | 1500570 | 1500570 | 82892 |
Largest Losing Trade | -44633 | -44633 | -14819 | -452863 | -452863 | -169626 |
Avg Bars in Trades | 130 | 254 | 6 | 130 | 254 | 6 |
Avg Bars in Winners | 185 | 396 | 6 | 185 | 396 | 6 |
Avg Bars in Losers | 91 | 166 | 6 | 91 | 166 | 6 |
Bars Traded | 10961 | 10688 | 273 | 10961 | 10688 | 273 |
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 | 556237 | 517117 | -560190 | -524313 | -160175 | -582308 |
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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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