Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1837607.4639 | 1809150.5616 | 28456.9023 | 1250204.4995 | 1506940.5318 | -256736.0323 |
Total P&L (%) | 1837.6075 | 1809.1506 | 28.4569 | 1250.2045 | 1506.9405 | -256.736 |
Avg Daily Profit (%) | 0.8147 | 0.8021 | 0.0126 | 0.1155 | 0.1232 | 0 |
Buy And Hold Return (%) | 365.9129 | 365.9129 | 365.9129 | 365.9129 | 365.9129 | 365.9129 |
Max Trade Drawdown | -135434 | -111149 | -133891 | -1635892 | -1229875 | -1125682 |
Profit Factor | 3.2772 | 5.569 | 1.0692 | 1.1628 | 1.38 | 0.9308 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 29.7521 | 24.5902 | 35 | 29.7521 | 24.5902 | 35 |
Ratio Avg Win / Avg Loss | 7.7378 | 17.0782 | 1.9857 | 2.7456 | 4.232 | 1.7287 |
Largest Winning Trade | 1528209 | 1528209 | 47585 | 1367462 | 1367462 | 541962 |
Largest Losing Trade | -39120 | -31325 | -39120 | -512456 | -464496 | -512456 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 4297 | 1956 | 2340 | 4297 | 1956 | 2340 |
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 | 344720 | -173582 | -660307 | -90028 | -222144 | -753291 |
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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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