Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436605.5525 | 1366018.7598 | 70586.7927 | 4270468.2937 | 5095394.9238 | -824926.6301 |
Total P&L (%) | 1436.6056 | 1366.0188 | 70.5868 | 4270.4683 | 5095.3949 | -824.9266 |
Avg Daily Profit (%) | 0.79 | 0.7511 | 0.0388 | 0.2079 | 0.2175 | 0 |
Buy And Hold Return (%) | 620.0786 | 620.0786 | 620.0786 | 620.0786 | 620.0786 | 620.0786 |
Max Trade Drawdown | -75103 | -66510 | -63929 | -6063064 | -2768862 | -4651264 |
Profit Factor | 3.3952 | 6.2164 | 1.2089 | 1.1902 | 1.5612 | 0.9383 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 38.8889 | 28.8889 | 48.8889 | 38.8889 | 28.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 5.3354 | 15.3018 | 1.2638 | 1.8702 | 3.8429 | 0.981 |
Largest Winning Trade | 856682 | 856682 | 75075 | 4221925 | 4221925 | 3343914 |
Largest Losing Trade | -57464 | -23573 | -57464 | -2711640 | -964833 | -2711640 |
Avg Bars in Trades | 238 | 223 | 252 | 238 | 223 | 252 |
Avg Bars in Winners | 414 | 423 | 409 | 414 | 423 | 409 |
Avg Bars in Losers | 125 | 142 | 102 | 125 | 142 | 102 |
Bars Traded | 21435 | 10072 | 11363 | 21435 | 10072 | 11363 |
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 | 385751 | 112754 | -307671 | -6299 | -1630 | -581144 |
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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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