Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571869.5761 | 1492392.0725 | 79477.5036 | 6291434.1657 | 9474581.4787 | -3183147.313 |
Total P&L (%) | 1571.8696 | 1492.3921 | 79.4775 | 6291.4342 | 9474.5815 | -3183.1473 |
Avg Daily Profit (%) | 0.8607 | 0.8172 | 0.0435 | 0.2279 | 0.2501 | 0 |
Buy And Hold Return (%) | 716.7357 | 716.7357 | 716.7357 | 716.7357 | 716.7357 | 716.7357 |
Max Trade Drawdown | -110357 | -79861 | -83192 | -11314115 | -6404625 | -9560361 |
Profit Factor | 3.0594 | 5.1159 | 1.1984 | 1.1531 | 1.4858 | 0.8526 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 38.6076 | 37.9747 | 39.2405 | 38.6076 | 37.9747 | 39.2405 |
Ratio Avg Win / Avg Loss | 4.865 | 8.356 | 1.8555 | 1.8336 | 2.4267 | 1.3202 |
Largest Winning Trade | 949204 | 949204 | 77406 | 7528623 | 7528623 | 3233178 |
Largest Losing Trade | -31782 | -18397 | -31782 | -4455344 | -2307964 | -4455344 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 7156 | 3267 | 3889 | 7156 | 3267 | 3889 |
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 | 354932 | -16914 | -332917 | -46368 | -20838 | -610253 |
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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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