Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939920.5897 | 809490.7026 | 130429.8871 | 7540650.6015 | 10435685.508 | -2895034.9065 |
Total P&L (%) | 939.9206 | 809.4907 | 130.4299 | 7540.6506 | 10435.6855 | -2895.0349 |
Avg Daily Profit (%) | 0.3757 | 0.3236 | 0.0521 | 0.1735 | 0.1863 | 0 |
Buy And Hold Return (%) | 693.6724 | 693.6724 | 693.6724 | 693.6724 | 693.6724 | 693.6724 |
Max Trade Drawdown | -80047 | -52209 | -109523 | -4864270 | -1771857 | -3414462 |
Profit Factor | 2.6857 | 4.1777 | 1.4307 | 1.5721 | 2.8544 | 0.6167 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 55.3719 | 49.1803 | 61.6667 | 55.3719 | 49.1803 | 61.6667 |
Ratio Avg Win / Avg Loss | 2.1646 | 4.317 | 0.8893 | 1.2671 | 2.9496 | 0.3834 |
Largest Winning Trade | 323598 | 323598 | 59867 | 8497811 | 8497811 | 1111749 |
Largest Losing Trade | -80047 | -27220 | -80047 | -2311034 | -875580 | -2311034 |
Avg Bars in Trades | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Winners | 72 | 83 | 64 | 72 | 83 | 64 |
Avg Bars in Losers | 46 | 48 | 42 | 46 | 48 | 42 |
Bars Traded | 7359 | 4001 | 3358 | 7359 | 4001 | 3358 |
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 | -39655 | -259546 | -457520 | 380709 | -148628 | -748446 |
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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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