Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384100.1915 | 1307454.104 | 76646.0875 | 5055805.3034 | 7982866.9908 | -2927061.6874 |
Total P&L (%) | 1384.1002 | 1307.4541 | 76.6461 | 5055.8053 | 7982.867 | -2927.0617 |
Avg Daily Profit (%) | 0.7598 | 0.7177 | 0.0421 | 0.2167 | 0.2414 | 0 |
Buy And Hold Return (%) | 716.9819 | 716.9819 | 716.9819 | 716.9819 | 716.9819 | 716.9819 |
Max Trade Drawdown | -126173 | -66369 | -79030 | -8642077 | -4808292 | -4329501 |
Profit Factor | 3.7802 | 6.4758 | 1.2959 | 1.21 | 1.757 | 0.7837 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 39.7727 | 38.6364 | 40.9091 | 39.7727 | 38.6364 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.7244 | 10.2851 | 1.8718 | 1.8323 | 2.7905 | 1.132 |
Largest Winning Trade | 768075 | 768075 | 76083 | 8184403 | 8184403 | 2666699 |
Largest Losing Trade | -34879 | -25846 | -34879 | -2334139 | -1575462 | -2334139 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 143 | 124 | 162 | 143 | 124 | 162 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 6997 | 3128 | 3870 | 6997 | 3128 | 3870 |
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 | 310596 | 308332 | -304794 | 182977 | 265031 | -582588 |
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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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