Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253547.1277 | 1201044.2181 | 52502.9096 | 3038509.4958 | 3695778.3661 | -657268.8703 |
Total P&L (%) | 1253.5471 | 1201.0442 | 52.5029 | 3038.5095 | 3695.7784 | -657.2689 |
Avg Daily Profit (%) | 0.6896 | 0.6607 | 0.0289 | 0.1898 | 0.2002 | 0 |
Buy And Hold Return (%) | 621.4453 | 621.4453 | 621.4453 | 621.4453 | 621.4453 | 621.4453 |
Max Trade Drawdown | -110299 | -56300 | -71243 | -8330337 | -4527066 | -4344766 |
Profit Factor | 3.202 | 5.7164 | 1.1669 | 1.1576 | 1.4486 | 0.9405 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 42.8571 | 40.4762 | 45.2381 | 42.8571 | 40.4762 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.2693 | 8.4065 | 1.4125 | 1.5435 | 2.1303 | 1.1384 |
Largest Winning Trade | 725550 | 725550 | 76223 | 4106289 | 4106289 | 2782321 |
Largest Losing Trade | -28148 | -21743 | -28148 | -1478374 | -1123093 | -1478374 |
Avg Bars in Trades | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Winners | 202 | 184 | 218 | 202 | 184 | 218 |
Avg Bars in Losers | 71 | 76 | 66 | 71 | 76 | 66 |
Bars Traded | 10722 | 5035 | 5687 | 10722 | 5035 | 5687 |
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 | 324512 | 334710 | -358853 | -42057 | 208103 | -580919 |
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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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