Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293484.1336 | 1244488.184 | 48995.9496 | 3170894.9393 | 3582200.2333 | -411305.294 |
Total P&L (%) | 1293.4841 | 1244.4882 | 48.996 | 3170.8949 | 3582.2002 | -411.3053 |
Avg Daily Profit (%) | 0.7123 | 0.6853 | 0.027 | 0.1922 | 0.1988 | 0 |
Buy And Hold Return (%) | 551.2915 | 551.2915 | 551.2915 | 551.2915 | 551.2915 | 551.2915 |
Max Trade Drawdown | -124751 | -73502 | -77796 | -7378548 | -3990666 | -3913213 |
Profit Factor | 3.5948 | 6.2517 | 1.1874 | 1.1972 | 1.4613 | 0.9505 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 38.8235 | 40.4762 | 37.2093 | 38.8235 | 40.4762 | 37.2093 |
Ratio Avg Win / Avg Loss | 5.6645 | 9.1936 | 2.0037 | 1.8865 | 2.149 | 1.604 |
Largest Winning Trade | 646933 | 646933 | 76176 | 3822672 | 3822672 | 2941917 |
Largest Losing Trade | -40397 | -23688 | -40397 | -1937223 | -1937223 | -1415349 |
Avg Bars in Trades | 83 | 77 | 88 | 83 | 77 | 88 |
Avg Bars in Winners | 144 | 127 | 162 | 144 | 127 | 162 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 7078 | 3261 | 3817 | 7078 | 3261 | 3817 |
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 | 377314 | 427700 | -340865 | 18143 | 223667 | -582923 |
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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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