Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234766.6034 | 1204853.9507 | 29912.6527 | 2102017.1408 | 2868203.1752 | -766186.0344 |
Total P&L (%) | 1234.7666 | 1204.854 | 29.9127 | 2102.0171 | 2868.2032 | -766.186 |
Avg Daily Profit (%) | 0.6791 | 0.6626 | 0.0165 | 0.1702 | 0.1866 | 0 |
Buy And Hold Return (%) | 593.0807 | 593.0807 | 593.0807 | 593.0807 | 593.0807 | 593.0807 |
Max Trade Drawdown | -124623 | -60653 | -78575 | -4223434 | -2154301 | -2353744 |
Profit Factor | 3.1776 | 6.1594 | 1.0897 | 1.1703 | 1.5639 | 0.8945 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 34.9398 | 36.5854 | 33.3333 | 34.9398 | 36.5854 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.9169 | 10.6762 | 2.1794 | 2.1791 | 2.7108 | 1.7889 |
Largest Winning Trade | 669880 | 669880 | 78396 | 3249181 | 3249181 | 1727049 |
Largest Losing Trade | -35429 | -25321 | -35429 | -1039703 | -1039703 | -876883 |
Avg Bars in Trades | 128 | 113 | 143 | 128 | 113 | 143 |
Avg Bars in Winners | 237 | 207 | 269 | 237 | 207 | 269 |
Avg Bars in Losers | 70 | 59 | 79 | 70 | 59 | 79 |
Bars Traded | 10685 | 4671 | 6014 | 10685 | 4671 | 6014 |
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 | 170218 | 311766 | -463842 | -34100 | 146567 | -584438 |
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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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