Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294071.4101 | 1226737.9923 | 67333.4179 | 3056097.9314 | 3538657.3289 | -482559.3975 |
Total P&L (%) | 1294.0714 | 1226.738 | 67.3334 | 3056.0979 | 3538.6573 | -482.5594 |
Avg Daily Profit (%) | 0.7112 | 0.6742 | 0.037 | 0.1899 | 0.1977 | 0 |
Buy And Hold Return (%) | 579.8178 | 579.8178 | 579.8178 | 579.8178 | 579.8178 | 579.8178 |
Max Trade Drawdown | -73738 | -53742 | -99228 | -4832702 | -2542319 | -3109768 |
Profit Factor | 3.3167 | 6.2518 | 1.2072 | 1.2136 | 1.6101 | 0.9433 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 40 | 41.4634 | 40.7407 | 40 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.8243 | 9.3777 | 1.7043 | 1.7652 | 2.4151 | 1.3317 |
Largest Winning Trade | 757414 | 757414 | 76428 | 2940920 | 2940920 | 1624976 |
Largest Losing Trade | -64646 | -21945 | -64646 | -1093587 | -1025947 | -1093587 |
Avg Bars in Trades | 132 | 124 | 140 | 132 | 124 | 140 |
Avg Bars in Winners | 214 | 189 | 237 | 214 | 189 | 237 |
Avg Bars in Losers | 76 | 81 | 71 | 76 | 81 | 71 |
Bars Traded | 10723 | 4982 | 5741 | 10723 | 4982 | 5741 |
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 | -6473 | 383059 | -311903 | -12413 | 237862 | -582395 |
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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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