Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459706.7782 | 1399905.9991 | 59800.7791 | 726864.1965 | 62515.6572 | 664348.5393 |
Total P&L (%) | 1459.7068 | 1399.906 | 59.8008 | 726.8642 | 62.5157 | 664.3485 |
Avg Daily Profit (%) | 0.79 | 0.7577 | 0.0324 | 0.1144 | 0.0263 | 0.1101 |
Buy And Hold Return (%) | 58.5977 | 58.5977 | 58.5977 | 58.5977 | 58.5977 | 58.5977 |
Max Trade Drawdown | -121540 | -96543 | -58955 | -2449408 | -2178162 | -1060438 |
Profit Factor | 3.3385 | 5.4214 | 1.1944 | 1.0773 | 1.0125 | 1.1511 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 32.4786 | 30.5085 | 34.4828 | 32.4786 | 30.5085 | 34.4828 |
Ratio Avg Win / Avg Loss | 6.9407 | 12.3487 | 2.2694 | 2.2397 | 2.3063 | 2.187 |
Largest Winning Trade | 1333710 | 1333710 | 63344 | 1349279 | 1349279 | 1270269 |
Largest Losing Trade | -25811 | -18167 | -25811 | -595090 | -595090 | -402946 |
Avg Bars in Trades | 91 | 82 | 101 | 91 | 82 | 101 |
Avg Bars in Winners | 180 | 160 | 198 | 180 | 160 | 198 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 10763 | 4873 | 5890 | 10763 | 4873 | 5890 |
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 | 466590 | -163630 | -500953 | -180700 | -692936 | -285143 |
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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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