Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188618.6859 | 1168566.1498 | 20052.5362 | 1263375.169 | 2161709.7194 | -898334.5505 |
Total P&L (%) | 1188.6187 | 1168.5662 | 20.0525 | 1263.3752 | 2161.7097 | -898.3346 |
Avg Daily Profit (%) | 0.6542 | 0.6431 | 0.011 | 0.1439 | 0.1718 | 0 |
Buy And Hold Return (%) | 600.0558 | 600.0558 | 600.0558 | 600.0558 | 600.0558 | 600.0558 |
Max Trade Drawdown | -100330 | -55560 | -106378 | -3376413 | -1627084 | -1871771 |
Profit Factor | 3.0219 | 6.107 | 1.0558 | 1.1465 | 1.6694 | 0.8335 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.7722 | 41.0256 | 42.5 | 41.7722 | 41.0256 | 42.5 |
Ratio Avg Win / Avg Loss | 4.2123 | 8.7788 | 1.4285 | 1.5981 | 2.3998 | 1.1277 |
Largest Winning Trade | 715952 | 715952 | 76799 | 1615785 | 1615785 | 1087432 |
Largest Losing Trade | -70937 | -27698 | -70937 | -806900 | -518978 | -806900 |
Avg Bars in Trades | 134 | 126 | 142 | 134 | 126 | 142 |
Avg Bars in Winners | 216 | 189 | 240 | 216 | 189 | 240 |
Avg Bars in Losers | 75 | 82 | 69 | 75 | 82 | 69 |
Bars Traded | 10622 | 4932 | 5690 | 10622 | 4932 | 5690 |
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 | -23802 | 347208 | -505853 | -99504 | 176902 | -581999 |
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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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