Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233307.9061 | 1163148.753 | 70159.153 | 4235683.0563 | 5224195.136 | -988512.0797 |
Total P&L (%) | 1233.3079 | 1163.1488 | 70.1592 | 4235.6831 | 5224.1951 | -988.5121 |
Avg Daily Profit (%) | 0.6782 | 0.6396 | 0.0386 | 0.2075 | 0.2188 | 0 |
Buy And Hold Return (%) | 613.059 | 613.059 | 613.059 | 613.059 | 613.059 | 613.059 |
Max Trade Drawdown | -83252 | -59831 | -82681 | -6058927 | -4155790 | -4439691 |
Profit Factor | 3.4334 | 6.336 | 1.2429 | 1.2273 | 1.6493 | 0.9066 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.0526 | 42.1053 | 50 | 46.0526 | 42.1053 | 50 |
Ratio Avg Win / Avg Loss | 4.0219 | 8.712 | 1.2429 | 1.4377 | 2.2678 | 0.9066 |
Largest Winning Trade | 723544 | 723544 | 74063 | 5586797 | 5586797 | 1937323 |
Largest Losing Trade | -38281 | -26070 | -38281 | -1677192 | -1386832 | -1677192 |
Avg Bars in Trades | 282 | 261 | 302 | 282 | 261 | 302 |
Avg Bars in Winners | 433 | 397 | 464 | 433 | 397 | 464 |
Avg Bars in Losers | 153 | 163 | 141 | 153 | 163 | 141 |
Bars Traded | 21458 | 9954 | 11504 | 21458 | 9954 | 11504 |
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 | -43432 | 348928 | -307397 | -47631 | 297531 | -580764 |
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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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