Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162373.4689 | 1127530.7062 | 34842.7627 | 1868070.8339 | 2555083.5073 | -687012.6735 |
Total P&L (%) | 1162.3735 | 1127.5307 | 34.8428 | 1868.0708 | 2555.0835 | -687.0127 |
Avg Daily Profit (%) | 0.6418 | 0.6225 | 0.0192 | 0.1646 | 0.1812 | 0 |
Buy And Hold Return (%) | 500.9886 | 500.9886 | 500.9886 | 500.9886 | 500.9886 | 500.9886 |
Max Trade Drawdown | -128257 | -67165 | -97811 | -4904328 | -2728690 | -2288434 |
Profit Factor | 2.7401 | 4.5715 | 1.0989 | 1.1469 | 1.4342 | 0.8994 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 37.234 | 36.1702 | 38.2979 | 37.234 | 36.1702 | 38.2979 |
Ratio Avg Win / Avg Loss | 4.6191 | 8.0674 | 1.7705 | 1.9334 | 2.531 | 1.449 |
Largest Winning Trade | 581678 | 581678 | 74024 | 3390572 | 3390572 | 1616783 |
Largest Losing Trade | -29770 | -25126 | -29770 | -1014875 | -1014875 | -984331 |
Avg Bars in Trades | 228 | 218 | 237 | 228 | 218 | 237 |
Avg Bars in Winners | 403 | 355 | 448 | 403 | 355 | 448 |
Avg Bars in Losers | 124 | 140 | 107 | 124 | 140 | 107 |
Bars Traded | 21438 | 10262 | 11176 | 21438 | 10262 | 11176 |
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 | 272648 | 310120 | -448022 | -57226 | 119830 | -583581 |
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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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