Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630724.2065 | 1595424.3812 | 35299.8252 | 2469566.7692 | 3551765.7492 | -1082198.98 |
Total P&L (%) | 1630.7242 | 1595.4244 | 35.2998 | 2469.5668 | 3551.7657 | -1082.199 |
Avg Daily Profit (%) | 0.8985 | 0.879 | 0.0194 | 0.179 | 0.1984 | 0 |
Buy And Hold Return (%) | 554.6275 | 554.6275 | 554.6275 | 554.6275 | 554.6275 | 554.6275 |
Max Trade Drawdown | -93709 | -95338 | -78414 | -3156371 | -1870268 | -1886921 |
Profit Factor | 3.3639 | 5.7921 | 1.0989 | 1.1769 | 1.5528 | 0.8563 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 33.913 | 35.0877 | 32.7586 | 33.913 | 35.0877 | 32.7586 |
Ratio Avg Win / Avg Loss | 6.5553 | 10.7155 | 2.2556 | 2.2935 | 2.8726 | 1.7577 |
Largest Winning Trade | 959240 | 959240 | 77942 | 3367486 | 3367486 | 1548448 |
Largest Losing Trade | -26993 | -22607 | -26993 | -1180817 | -1180817 | -779690 |
Avg Bars in Trades | 185 | 173 | 198 | 185 | 173 | 198 |
Avg Bars in Winners | 364 | 313 | 417 | 364 | 313 | 417 |
Avg Bars in Losers | 94 | 97 | 91 | 94 | 97 | 91 |
Bars Traded | 21364 | 9874 | 11490 | 21364 | 9874 | 11490 |
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 | 380478 | -167742 | -630315 | -24692 | -175765 | -765038 |
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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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