Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573503.0453 | 1562886.8141 | 10616.2313 | 884560.7304 | 1881908.6481 | -997347.9177 |
Total P&L (%) | 1573.503 | 1562.8868 | 10.6162 | 884.5607 | 1881.9086 | -997.3479 |
Avg Daily Profit (%) | 0.6928 | 0.6881 | 0.0047 | 0.1007 | 0.1316 | 0 |
Buy And Hold Return (%) | 245.5497 | 245.5497 | 245.5497 | 245.5497 | 245.5497 | 245.5497 |
Max Trade Drawdown | -174587 | -69567 | -141231 | -1738846 | -1295244 | -1440536 |
Profit Factor | 3.3549 | 5.654 | 1.0319 | 1.102 | 1.4463 | 0.7761 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 34.5679 | 29.2683 | 40 | 34.5679 | 29.2683 | 40 |
Ratio Avg Win / Avg Loss | 6.3503 | 13.6639 | 1.5479 | 2.0859 | 3.4952 | 1.1642 |
Largest Winning Trade | 1186937 | 1186937 | 58743 | 1770141 | 1770141 | 680179 |
Largest Losing Trade | -36494 | -20386 | -36494 | -817852 | -351392 | -817852 |
Avg Bars in Trades | 79 | 68 | 90 | 79 | 68 | 90 |
Avg Bars in Winners | 168 | 163 | 171 | 168 | 163 | 171 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 6440 | 2823 | 3617 | 6440 | 2823 | 3617 |
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 | -4009 | 327370 | -540494 | -190134 | -25827 | -582972 |
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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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