Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360118.8985 | 1278686.3356 | 81432.5629 | 4129145.4234 | 5364252.7766 | -1235107.3532 |
Total P&L (%) | 1360.1189 | 1278.6863 | 81.4326 | 4129.1454 | 5364.2528 | -1235.1074 |
Avg Daily Profit (%) | 0.7482 | 0.7034 | 0.0448 | 0.2062 | 0.2203 | 0 |
Buy And Hold Return (%) | 641.3084 | 641.3084 | 641.3084 | 641.3084 | 641.3084 | 641.3084 |
Max Trade Drawdown | -104241 | -79817 | -61011 | -10679472 | -7373092 | -6035153 |
Profit Factor | 3.0098 | 4.4461 | 1.2664 | 1.1084 | 1.269 | 0.9319 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 41.9355 | 37.0968 | 46.7742 | 41.9355 | 37.0968 | 46.7742 |
Ratio Avg Win / Avg Loss | 4.1674 | 7.539 | 1.4411 | 1.5347 | 2.1518 | 1.0605 |
Largest Winning Trade | 788680 | 788680 | 64968 | 9234514 | 9234514 | 3194993 |
Largest Losing Trade | -23941 | -23866 | -23941 | -2261501 | -2261501 | -2172524 |
Avg Bars in Trades | 171 | 197 | 146 | 171 | 197 | 146 |
Avg Bars in Winners | 283 | 363 | 220 | 283 | 363 | 220 |
Avg Bars in Losers | 91 | 99 | 81 | 91 | 99 | 81 |
Bars Traded | 21316 | 12219 | 9097 | 21316 | 12219 | 9097 |
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 | 344930 | -146676 | -454415 | -95235 | -150258 | -734546 |
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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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