Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448006.3191 | 1430325.6548 | 17680.6643 | 1129896.5375 | 1860438.2541 | -730541.7166 |
Total P&L (%) | 1448.0063 | 1430.3257 | 17.6807 | 1129.8965 | 1860.4383 | -730.5417 |
Avg Daily Profit (%) | 0.6125 | 0.605 | 0.0075 | 0.1062 | 0.126 | 0 |
Buy And Hold Return (%) | 413.5769 | 413.5769 | 413.5769 | 413.5769 | 413.5769 | 413.5769 |
Max Trade Drawdown | -148314 | -150422 | -84415 | -3612820 | -2723617 | -1415417 |
Profit Factor | 3.2105 | 5.1817 | 1.0565 | 1.1323 | 1.3682 | 0.7904 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.1736 | 6.7362 | 1.3734 | 1.472 | 1.7786 | 1.0276 |
Largest Winning Trade | 1196838 | 1196838 | 63547 | 3696576 | 3696576 | 611059 |
Largest Losing Trade | -39511 | -39511 | -33423 | -731878 | -731878 | -463581 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 4556 | 1976 | 2580 | 4556 | 1976 | 2580 |
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 | 458761 | 513417 | -509469 | -131393 | -27077 | -581573 |
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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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