Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868942.1686 | 1797387.016 | 71555.1527 | 737762.2294 | -82514.1653 | 820276.3947 |
Total P&L (%) | 1868.9422 | 1797.387 | 71.5552 | 737.7622 | -82.5142 | 820.2764 |
Avg Daily Profit (%) | 0.8101 | 0.779 | 0.031 | 0.0922 | -0.0756 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156547 | -136286 | -97793 | -3132436 | -3502717 | -1454812 |
Profit Factor | 3.5782 | 5.3793 | 1.2276 | 1.0901 | 0.9843 | 1.2803 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 38.5542 | 30.9524 | 46.3415 | 38.5542 | 30.9524 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.7028 | 11.9999 | 1.4214 | 1.7374 | 2.1958 | 1.4824 |
Largest Winning Trade | 1454869 | 1454869 | 80931 | 2540979 | 2540979 | 1436276 |
Largest Losing Trade | -50476 | -31227 | -50476 | -1010722 | -1010722 | -628392 |
Avg Bars in Trades | 160 | 147 | 174 | 160 | 147 | 174 |
Avg Bars in Winners | 278 | 303 | 261 | 278 | 303 | 261 |
Avg Bars in Losers | 87 | 77 | 99 | 87 | 77 | 99 |
Bars Traded | 13342 | 6181 | 7161 | 13342 | 6181 | 7161 |
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 | 511139 | 493048 | -153200 | -195512 | -585364 | -65483 |
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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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